CCE estimation of factor‐augmented regression models with more factors than observables
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DOI: 10.1002/jae.2661
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- Karabiyik, H. & Urbain, J.R.Y.J. & Westerlund, J., 2014. "CCE estimation of factor-augmented regression models with more factors than observables," Research Memorandum 007, Maastricht University, Graduate School of Business and Economics (GSBE).
References listed on IDEAS
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Citations
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Cited by:
- Jörg Breitung & Philipp Hansen, 2021. "Alternative estimation approaches for the factor augmented panel data model with small T," Empirical Economics, Springer, vol. 60(1), pages 327-351, January.
- Stauskas, Ovidijus & De Vos, Ignace, 2024. "Handling Distinct Correlated Effects with CCE," MPRA Paper 120194, University Library of Munich, Germany.
- Artūras Juodis, 2022. "A regularization approach to common correlated effects estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 788-810, June.
- repec:oup:emjrnl:v:26:y:2023:i:3:p:405-421. is not listed on IDEAS
- Ignace De Vos & Gerdie Everaert, 2016. "Bias-Corrected Common Correlated Effects Pooled Estimation In Homogeneous Dynamic Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 16/920, Ghent University, Faculty of Economics and Business Administration.
- De Vos, Ignace & Everaert, Gerdie & Sarafidis, Vasilis, 2021.
"A method for evaluating the rank condition for CCE estimators,"
MPRA Paper
112305, University Library of Munich, Germany, revised 09 Mar 2022.
- Ignace De Vos & Gerdie Everaert & Vasilis Sarafidis, 2021. "A method for evaluating the rank condition for CCE estimators," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1013, Ghent University, Faculty of Economics and Business Administration.
- Juodis, Arturas & Sarafidis, Vasilis, 2015.
"A Simple Estimator for Short Panels with Common Factors,"
MPRA Paper
68164, University Library of Munich, Germany.
- Arturas Juodis & Sarafidis, V., 2015. "A Simple Estimator for Short Panels with Common Factors," UvA-Econometrics Working Papers 15-03, Universiteit van Amsterdam, Dept. of Econometrics.
- Al Mamun, Md & Boubaker, Sabri & Hossain, Md Zakir & Manita, Riadh, 2024. "Female political empowerment and green finance," Energy Economics, Elsevier, vol. 131(C).
- Recep Ulucak & Danish & Yacouba Kassouri, 2020. "An assessment of the environmental sustainability corridor: Investigating the non‐linear effects of environmental taxation on CO2 emissions," Sustainable Development, John Wiley & Sons, Ltd., vol. 28(4), pages 1010-1018, July.
- Jianqing Fan & Kunpeng Li & Yuan Liao, 2020. "Recent Developments on Factor Models and its Applications in Econometric Learning," Papers 2009.10103, arXiv.org.
- Alharbi, Samar S. & Al Mamun, Md & Boubaker, Sabri & Rizvi, Syed Kumail Abbas, 2023.
"Green finance and renewable energy: A worldwide evidence,"
Energy Economics, Elsevier, vol. 118(C).
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- Marco Avarucci & Paolo Zaffaroni, 2019. "Robust Nearly-Efficient Estimation of Large Panels with Factor Structures," Papers 1902.11181, arXiv.org.
- De Vos, Ignace & Stauskas, Ovidijus, 2024. "Cross-section bootstrap for CCE regressions," Journal of Econometrics, Elsevier, vol. 240(1).
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