Determining individual or time effects in panel data models

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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書目詳細資料
Main Authors:	LU, Xun, SU, Liangjun
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2017
主題:	Consistency Cross-validation Dynamic panel Information Criterion Jackknife Individual e⁄ect Time e⁄ect. Econometrics
在線閱讀:	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
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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