Estimation methods in panel data models with observed and unobserved components: a Monte Carlo study
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More about this item
Keywords
factor error structure; principal component; common regressors; cross-section dependence; large panels; Monte Carlo simulations.;JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
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