Panel data models with interactive fixed effects

Econometrica

Volumn 77, Issue 4, 2009, Pages 1229-1279

  Bai, Jushan ^a,b  

^a NEW YORK UNIVERSITY   (United States)

^b TSINGHUA UNIVERSITY   (China)

Author keywords

Additive effects; Bias corrected estimator; Common regressors; Factor error structure; Hausman tests; Interactive effects; Time invariant regressors

Indexed keywords

EID: 68349144362     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.3982/ECTA6135     Document Type: Article

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