Browsing BI Open by Author "Everaert, Gerdie"
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A method to evaluate the rank condition for CCE estimators
De Vos, Ignace; Everaert, Gerdie; Sarafidis, Vasilis (Peer reviewed; Journal article, 2023)We develop a binary classifier to evaluate whether the rank condition (RC) is satisfied or not for the Common Correlated Effects (CCE) estimator. The RC postulates that the number of unobserved factors, m, is not larger ...