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A New Panel Data Treatment For Heterogeneity In Time Trends

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  • Kneip, Alois
  • Sickles, Robin C.
  • Song, Wonho

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Bibliographic Info

Article provided by Cambridge University Press in its journal Econometric Theory.

Volume (Year): 28 (2012)
Issue (Month): 03 (June)
Pages: 590-628

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Handle: RePEc:cup:etheor:v:28:y:2012:i:03:p:590-628_00

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Cited by:
  1. Lena Korber & Oliver Linton & Michael Vogt, 2013. "A semiparametric model for heterogeneous panel data with fixed effects," CeMMAP working papers CWP02/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  2. Bada, Oualid & Kneip, Alois, 2014. "Parameter cascading for panel models with unknown number of unobserved factors: An application to the credit spread puzzle," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 95-115.

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