Determining individual or time effects in panel data models
In this paper we propose a jackknife method to determine individual and time e⁄ects in linear panel data models. We rst show that when both the serial and cross-sectional correlation among the idiosyncratic error terms are weak, our jackknife method can pick up the correct model with probability app...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2017
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2070 https://ink.library.smu.edu.sg/context/soe_research/article/3069/viewcontent/Determination_Fixed_Effects20170106.pdf |
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| Institution: | Singapore Management University |
| Language: | English |