Semiparametric single index panel data models with interactive fixed effects: Theory and practice
In this paper, we propose a single-index panel data model with unobserved multiple interactive fixed effects. This model has the advantages of being flexible and of being able to allow for common shocks and their heterogeneous impacts on cross sections, thus making it suitable for the investigation...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2016
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2056 https://ink.library.smu.edu.sg/context/soe_research/article/3055/viewcontent/SSRN_id2865294.pdf |
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| Institution: | Singapore Management University |
| Language: | English |