Structural changes in heterogeneous panels with endogenous regressors

• المؤلفون الرئيسيون: Baltagi, Badi H., Feng, Qu, Kao, Chihwa
• مؤلفون آخرون: School of Social Sciences
• التنسيق: مقال
• اللغة: English
• منشور في: 2021
• الموضوعات: Social sciences::Economic theory; Data Models; Inference
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/147538

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...