Testing for Correlation between the Regressors and Factor Loadings in Heterogeneous Panels with Interactive Effects

Kapetanios, G., Serlenga, Laura and Shin, Yongcheol (2023) Testing for Correlation between the Regressors and Factor Loadings in Heterogeneous Panels with Interactive Effects. Empirical Economics. 2611–2659. ISSN 0377-7332

Abstract

Metadata

Item Type: Article
Authors/Creators:
  • Kapetanios, G.
  • Serlenga, Laura
  • Shin, Yongcheol (yongcheol.shin@york.ac.uk)
Copyright, Publisher and Additional Information:

© The Author(s) 2023

Keywords: Panel Data Model with Interactive Effects,Correlation between the Regressors and Factor Loadings,Robust Variance Estimators,Hausman-type Test
Dates:
  • Published (online): 11 May 2023
  • Accepted: 10 February 2023
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Funding Information:
Funder
Grant number
ECONOMIC AND SOCIAL RESEARCH COUNCIL (ESRC)
ES/T01573X/1
Depositing User: Pure (York)
Date Deposited: 24 Feb 2023 10:20
Last Modified: 05 Jan 2025 00:36
Published Version: https://doi.org/10.1007/s00181-023-02390-1
Status: Published online
Refereed: Yes
Identification Number: 10.1007/s00181-023-02390-1
Open Archives Initiative ID (OAI ID):

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Filename: s00181_023_02390_1.pdf

Description: Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects

Licence: CC-BY 2.5

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