IDEAS home Printed from https://ideas.repec.org/r/eee/ecolet/v119y2013i3p247-250.html
   My bibliography  Save this item

On the estimation and inference in factor-augmented panel regressions with correlated loadings

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Asongu, Simplice A. & Nwachukwu, Jacinta C., 2016. "The Mobile Phone in the Diffusion of Knowledge for Institutional Quality in Sub-Saharan Africa," World Development, Elsevier, vol. 86(C), pages 133-147.
  2. Simplice A. Asongu, 2019. "FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance," Working Papers 19/057, European Xtramile Centre of African Studies (EXCAS).
  3. Temple, Jonathan & Van de Sijpe, Nicolas, 2017. "Foreign aid and domestic absorption," Journal of International Economics, Elsevier, vol. 108(C), pages 431-443.
  4. Simplice A. Asongu & Joseph Nnanna & Vanessa S. Tchamyou, 2020. "The comparative African regional economics of globalization in financial allocation efficiency: the pre-crisis era revisited," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-41, December.
  5. 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.
  6. Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Governance, capital flight and industrialisation in Africa," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 8(1), pages 1-22, December.
  7. Pamela E. Ofori & Simplice A. Asongu & Vanessa S. Tchamyou, 2021. "The Synergy between Governance and Economic Integration in Promoting Female Economic Inclusion in Sub-Saharan Africa," Working Papers 21/071, European Xtramile Centre of African Studies (EXCAS).
  8. Asongu, Simplice A. & Le Roux, Sara, 2017. "Enhancing ICT for inclusive human development in Sub-Saharan Africa," Technological Forecasting and Social Change, Elsevier, vol. 118(C), pages 44-54.
  9. Asongu, Simplice A. & Andrés, Antonio R., 2020. "Trajectories of knowledge economy in SSA and MENA countries," Technology in Society, Elsevier, vol. 63(C).
  10. Pamela E. Ofori & Simplice A. Asongu & Vanessa S. Tchamyou & Raufhon Salahodjaev, 2023. "The Synergy between Governance and Trade Openness in Promoting Female Economic Inclusion in Sub-Saharan Africa," Working Papers 23/001, European Xtramile Centre of African Studies (EXCAS).
  11. Asongu, Simplice & Nnanna, Joseph, 2020. "Governance and the Capital Flight Trap in Africa," MPRA Paper 103226, University Library of Munich, Germany.
  12. Asongu, Simplice & le Roux, Sara & Nwachukwu, Jacinta & Pyke, Chris, 2018. "The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa," MPRA Paper 89364, University Library of Munich, Germany.
  13. Fei Liu & Jiti Gao & Yanrong Yang, 2019. "Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness," Monash Econometrics and Business Statistics Working Papers 24/19, Monash University, Department of Econometrics and Business Statistics.
  14. Simplice A. Asongu & Uchenna R. Efobi & Vanessa S. Tchamyou, 2016. "Globalization and Governance: A Critical Contribution to the Empirics," Research Africa Network Working Papers 16/017, Research Africa Network (RAN).
  15. Simplice Asongu & Jacinta C Nwachukwu, 2015. "The incremental effect of education on corruption: evidence of synergy from lifelong learning," Economics Bulletin, AccessEcon, vol. 35(4), pages 2288-2308.
  16. Hugo Freeman & Martin Weidner, 2021. "Linear Panel Regressions with Two-Way Unobserved Heterogeneity," Papers 2109.11911, arXiv.org, revised Aug 2022.
  17. 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.
  18. Simplice Asongu, 2015. "Determinants of Growth in Fast Developing Countries: Evidence from Bundling and Unbundling Institutions," Working Papers of the African Governance and Development Institute. 15/010, African Governance and Development Institute..
  19. Bai, Jushan & Ando, Tomohiro, 2013. "Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors," MPRA Paper 52785, University Library of Munich, Germany, revised Dec 2013.
  20. Asongu, Simplice A & Nwachukwu, Jacinta C., 2015. "Foreign aid instability and bundled governance dynamics in Africa," MPRA Paper 71783, University Library of Munich, Germany.
  21. Simplice Asongu & Enowbi Batuo & Vanessa Tchamyou, 2015. "Bundling Governance: Finance versus Institutions in Private Investment Promotion," Working Papers of the African Governance and Development Institute. 15/051, African Governance and Development Institute..
  22. George Kapetanios & Laura Serlenga & Yongcheol Shin, 2023. "Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects," Empirical Economics, Springer, vol. 64(6), pages 2611-2659, June.
  23. Simplice A. Asongu & Samba Diop, 2022. "Resource Rents and Economic Growth: Governance and Infrastructure Thresholds," Working Papers 22/072, European Xtramile Centre of African Studies (EXCAS).
  24. Castagnetti, Carolina & Rossi, Eduardo & Trapani, Lorenzo, 2019. "A two-stage estimator for heterogeneous panel models with common factors," Econometrics and Statistics, Elsevier, vol. 11(C), pages 63-82.
  25. Efobi, Uchenna & Asongu, Simplice & Okafor, Chinelo & Tchamyou, Vanessa & Tanankem, Belmondo, 2019. "Remittances, finance and industrialisation in Africa," Journal of Multinational Financial Management, Elsevier, vol. 49(C), pages 54-66.
  26. Carlos Vladimir Rodríguez-Caballero, 2016. "Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure," CREATES Research Papers 2016-31, Department of Economics and Business Economics, Aarhus University.
  27. Asongu, Simplice & Nnanna, Joseph, 2019. "Foreign aid, instability and governance in Africa," MPRA Paper 101087, University Library of Munich, Germany.
  28. Simplice A. Asongu & Joseph I. Uduji & Elda N. Okolo-Obasi, 2020. "Foreign aid volatility and lifelong learning," International Journal of Education Economics and Development, Inderscience Enterprises Ltd, vol. 11(4), pages 370-406.
  29. Asongu, Simplice & Nwachukwu, Jacinta, 2015. "Drivers of FDI in Fast Growing Developing Countries: Evidence from Bundling and Unbundling Governance," MPRA Paper 67294, University Library of Munich, Germany.
  30. Nicholas L. Brown & Peter Schmidt & Jeffrey M. Wooldridge, 2021. "Simple Alternatives to the Common Correlated Effects Model," Papers 2112.01486, arXiv.org.
  31. Simplice A. Asongu & Jacinta C. Nwachukwu, 2017. "Fighting Capital Flight in Africa: Evidence from Bundling and Unbundling Governance," Journal of Industry, Competition and Trade, Springer, vol. 17(3), pages 305-323, September.
  32. Simplice A. Asongu & Jacinta C. Nwachukwu, 2019. "The role of openness in the effect of ICT on governance," Information Technology for Development, Taylor & Francis Journals, vol. 25(3), pages 503-531, July.
  33. 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.
  34. 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.
  35. Stauskas, Ovidijus, 2021. "Uniform Theory for CCE under Heterogeneous Slopes and General Unknown Factors," Working Papers 2021:9, Lund University, Department of Economics.
  36. Baltagi, Badi H. & Feng, Qu & Kao, Chihwa, 2016. "Estimation of heterogeneous panels with structural breaks," Journal of Econometrics, Elsevier, vol. 191(1), pages 176-195.
  37. Arturas Juodis & Simon Reese, 2018. "The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation," Papers 1810.03715, arXiv.org, revised Feb 2021.
  38. Bai, Jushan, 2013. "Likelihood approach to dynamic panel models with interactive effects," MPRA Paper 50267, University Library of Munich, Germany.
  39. Simplice A. Asongu & Vanessa S. Tchamyou, 2019. "Foreign Aid, Education and Lifelong Learning in Africa," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 10(1), pages 126-146, March.
  40. Simplice A. Asongu, 2018. "Conditional Determinants of Mobile Phones Penetration and Mobile Banking in Sub-Saharan Africa," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 9(1), pages 81-135, March.
  41. Juodis, Artūras & Karabiyik, Hande & Westerlund, Joakim, 2021. "On the robustness of the pooled CCE estimator," Journal of Econometrics, Elsevier, vol. 220(2), pages 325-348.
  42. Denis Chetverikov & Elena Manresa, 2022. "Spectral and post-spectral estimators for grouped panel data models," Papers 2212.13324, arXiv.org, revised Dec 2022.
  43. Mohitosh Kejriwal & Xiaoxiao Li & Linh Nguyen & Evan Totty, 2024. "The efficacy of ability proxies for estimating the returns to schooling: A factor model‐based evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 3-21, January.
  44. Hugo Freeman & Martin Weidner, 2021. "Linear panel regressions with two-way unobserved heterogeneity," CeMMAP working papers CWP39/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  45. Jianqing Fan & Kunpeng Li & Yuan Liao, 2020. "Recent Developments on Factor Models and its Applications in Econometric Learning," Papers 2009.10103, arXiv.org.
  46. George Kapetanios & Laura Serlenga & Yongcheol Shin, 2019. "Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels," SERIES 02-2019, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Jun 2019.
  47. Simplice Asongu & Vanessa Tchamyou, 2015. "The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency," Working Papers of the African Governance and Development Institute. 15/053, African Governance and Development Institute..
  48. Ovidijus Stauskas, 2023. "Complete Theory for CCE Under Heterogeneous Slopes and General Unknown Factors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(2), pages 283-303, April.
  49. Esther Ruiz & Pilar Poncela, 2022. "Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components," Foundations and Trends(R) in Econometrics, now publishers, vol. 12(2), pages 121-231, November.
  50. Bai, Jushan & Liao, Yuan, 2017. "Inferences in panel data with interactive effects using large covariance matrices," Journal of Econometrics, Elsevier, vol. 200(1), pages 59-78.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.