A regularization approach to common correlated effects estimation-Reference-Cited by-同舟云学术

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A regularization approach to common correlated effects estimation

Published:2022-04-04 Issue:4 Volume:37 Page:788-810
ISSN:0883-7252
Container-title:Journal of Applied Econometrics
language:en
Short-container-title:J of Applied Econometrics

Author:

Juodis Artūras¹

Affiliation:

1. Amsterdam School of Economics University of Amsterdam and Tinbergen Institute Amsterdam The Netherlands

Funder

Nederlandse Organisatie voor Wetenschappelijk Onderzoek

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/jae.2899

Reference55 articles.

1. Eigenvalue Ratio Test for the Number of Factors

2. Panel Data Models With Interactive Fixed Effects

3. The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market

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