Determination of different types of fixed effects in three-dimensional panels

Determination of different types of fixed effects in three-dimensional panels

In this paper we propose a jackknife method to determine the type of fixed effects in three-dimensional panel data models. We show that with probability approaching 1, the method can select the correct type of fixed effects in the presence of only weak serial or cross-sectional dependence among the...

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Bibliographic Details
Main Authors: LU, Xun, MIAO, Ke, SU, Liangjun
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2018
Subjects:
Consistency
Cross-validation
Fixed effect
Individual effect
Jackknife
Three-dimensional panel.
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/2186
https://ink.library.smu.edu.sg/context/soe_research/article/3185/viewcontent/3D_determination_of_fixed_effects20180423B_.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/2186
https://ink.library.smu.edu.sg/context/soe_research/article/3185/viewcontent/3D_determination_of_fixed_effects20180423B_.pdf

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