Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels
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- Freeman, Hugo & Weidner, Martin, 2023. "Linear panel regressions with two-way unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 237(1).
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More about this item
Keywords
Panel Data Models; Cross-sectional Error Dependence; Unobserved Heterogeneous Factors; Factor Correlated Loadings;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2019-06-17 (Econometrics)
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