Structural changes in heterogeneous panels with endogenous regressors

Structural changes in heterogeneous panels with endogenous regressors

This paper extends Pesaran's (Econometrica, 2006, 74, 967–1012) common correlated effects (CCE) by allowing for endogenous regressors in large heterogeneous panels with unknown common structural changes in slopes and error factor structure. Since endogenous regressors and structural breaks are...

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書目詳細資料
Main Authors:	Baltagi, Badi H., Feng, Qu, Kao, Chihwa
其他作者:	School of Social Sciences
格式:	Article
語言:	English
出版:	2021
主題:	Social sciences::Economic theory Data Models Inference
在線閱讀:	https://hdl.handle.net/10356/147538
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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