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An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models 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/10.1080/07350015.2023.2238774

Publication URI: https://api.elsevier.com/content/abstract/scopus_id/85171735377

Type: Journal Article/Review

Parent Publication: Journal of Business & Economic Statistics

Issue: 2