Browsing BI Open by Subject "factors"
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Complete Theory for CCE Under Heterogeneous Slopes and General Unknown Factors
(Peer reviewed; Journal article, 2022)A recent study of Westerlund (CCE in Panels with General Unknown Factors, The Econometrics Journal, 21, 264-276, 2018) showed that a very popular common correlated effects (CCE) estimator is significantly more applicable ...