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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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2018
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| Subjects: | |
| 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 |