Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects

Econometrica

Volumn 83, Issue 4, 2015, Pages 1543-1579

  Moon, Hyungsik Roger ^a,b   Weidner, Martin ^c,d  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^b Yonsei University   (South Korea)

^c UNIVERSITY COLLEGE LONDON   (United Kingdom)

^d and Rationality Norwegian School of Economics   (United Kingdom)

Author keywords

Factor models; Interactive fixed effects; Panel data; Perturbation theory of linear operators; Random matrix theory

Indexed keywords

EID: 84938149024     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.3982/ECTA9382     Document Type: Note

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