Identifying Heterogeneity in Dynamic Panel Models with Individual Parameter Contribution Regression
نویسندگان
چکیده
منابع مشابه
Dynamic Linear Panel Regression Models with Interactive Fixed Effects
In the last step we used Assumption ID(ii). Because E [ Tr (e′e) ∣∣∣λ0, f , w] is independent of β, λ, f , we find minimizing Q(β, λ, f) is equivalent to minimizing Q∗(β, λ, f). We decompose ‡Department of Economics and USC Dornsife INET, University of Southern California, Los Angeles, CA 90089-0253. Email: [email protected]. Department of Economics, Yonsei University, Seoul, Korea. §Department of ...
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ژورنال
عنوان ژورنال: Structural Equation Modeling: A Multidisciplinary Journal
سال: 2019
ISSN: 1070-5511,1532-8007
DOI: 10.1080/10705511.2019.1667240