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Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects (2023)

First Author: Kapetanios G

Attributed to: New Cross-Sectionally Dependent Panel Data Methods for the Analysis of Macroeconomic and Financial Networks funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/s00181-023-02390-1

Publication URI: http://dx.doi.org/10.1007/s00181-023-02390-1

Type: Journal Article/Review

Parent Publication: Empirical Economics

Issue: 6