Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks
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: Journal of the American Statistical Association
سال: 2016
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.2015.1119696