Using information criteria to select averages in CCE
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Cited by:
- De Vos, Ignace & Stauskas, Ovidijus, 2024. "Cross-section bootstrap for CCE regressions," Journal of Econometrics, Elsevier, vol. 240(1).
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Keywords
CCE estimation; information criteria; interactive effects models; number of common factors;All these keywords.
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