Three essays on panel and factor models
The dissertation includes three chapters on panel and factor models. In the first chapter, we introduce a two-way linear random coefficient panel data models with fixed effects and the cross-sectional dependence. We follow the idea of the within-group fixed effects estimator to estimate parameters o...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2021
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| Online Access: | https://ink.library.smu.edu.sg/etd_coll/354 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1352&context=etd_coll |
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| Institution: | Singapore Management University |
| Language: | English |