Panel data models with multiple time-varying individual effects

Journal of Econometrics

Volumn 174, Issue 1, 2013, Pages 1-14

  Ahn, Seung C ^a,b   Lee, Young H ^b   Schmidt, Peter ^c  

^a ARIZONA STATE UNIVERSITY   (United States)

^b Sogang University   (South Korea)

^c MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Factor models; Panel data; Time varying individual effects

Indexed keywords

METHOD OF MOMENTS;

CONSISTENT ESTIMATION; FACTOR MODEL; GENERALIZED METHODS OF MOMENTS; PANEL DATA; PANEL DATA MODELS; REGRESSION COEFFICIENT; RELIABLE ESTIMATES; TIME VARYING;

MODELS;

EID: 84875371575     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2012.12.002     Document Type: Article

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