Common factors and common breaks in panels : an empirical investigation
Unobserved common factors and common breaks are two important features in empirical studies using large panels. Recently, Baltagi, Feng and Kao (2016, 2019) extended Pesaran's (2006) common correlated effects (CCE) approach by allowing for common breaks and endogenous regressors in large hetero...
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| Format: | Article |
| Language: | English |
| Published: |
2021
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| Online Access: | https://hdl.handle.net/10356/147537 |
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| Institution: | Nanyang Technological University |
| Language: | English |