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