Web9 de mar. de 2024 · This paper proposes a binary classifier to evaluate the rank condition (RC) that is required for consistency of the Common Correlated Effects (CCE) … WebThe purpose is to study the asymptotic properties of the pooled CCE estimator under more realistic conditions. In particular, the common factor component may be correlated with …
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Web1 de jun. de 2024 · The purpose is to study the asymptotic properties of the pooled CCE estimator under more realistic conditions. In particular, the common factor component may be correlated with the regressors, and the true number of common factors, r , can be larger than the number of estimated factors, which in CCE is given by k + 1 , where k is the … WebHowever, the corresponding common correlated effects (CCEs) estimator can be sensitive to the number of cross‐section averages used and/or the static factor representation for observables. ... Hande & Westerlund, Joakim, 2024. "On the robustness of the pooled CCE estimator," Journal of Econometrics, Elsevier, vol. 220(2), pages 325-348.
WebSupplement to \On the Robustness of the Pooled CCE Estimator": Proofs Arturas Juodisa,, Hande Karabiyikb, Joakim Westerlundc,d aFaculty of Economics and … WebOn the robustness of the pooled CCE estimator Juodis, A., Karabiyik, ... Research output: Contribution to Journal › Article › Academic › peer-review. Open Access. CCE estimation of factor-augmented regression models …
Web1 de mar. de 2012 · On the robustness of the pooled CCE estimator. Journal of Econometrics, Volume 220, Issue 2, 2024, pp. 325-348. Show abstract. Among the … WebHowever, the CCE estimator is consistent only in nondynamic panels (Chudik and Pesaran 2015b;EveraertandGroote2016). Inadynamicpanelsuchas y it = ... Pesaran (2006) considers a pooled version of the CCE estimator, with the con-
Web1 de set. de 2024 · Abstract. In this article, I introduce a new command, xtdcce2, that fits a dynamic common-correlated effects model with heterogeneous coefficients in a panel …
Web1 de mar. de 2012 · On the robustness of the pooled CCE estimator. Journal of Econometrics, Volume 220, Issue 2, 2024, pp. 325-348. Show abstract. Among the existing estimators of factor-augmented regressions, the CCE approach is the most popular. shrubs for corner of house landscapingWebThe purpose is to study the asymptotic properties of the pooled CCE estimator under more realistic conditions. In particular, the common factor component may be correlated with the regressors, and the true number of common factors, r , can be larger than the number of estimated factors, which in CCE is given by k + 1 , where k is the number of regressors. shrubs for dry shaded areas ukWebHome Publications Departments. On the Robustness of the Pooled CCE Estimator. Mark; Juodis, Arturas; Karabiyik, Hande LU and Westerlund, Joakim LU () In Journal of … theory in practice dragonflightWebOn the robustness of the pooled CCE estimator Author: Juodis, Artūras, Karabiyik, Hande, Westerlund, Joakim Source: Journal of econometrics 2024 v.220 no.2 pp. 325-348 ISSN: 0304-4076 Subject: econometric models, economic analysis, economic theory, mathematical theory Abstract: theory innis sweaterWeb8 de out. de 2024 · In this paper, we compare alternative estimation approaches for factor augmented panel data models. Our focus lies on panel data sets where the number of panel groups (N) is large relative to the number of time periods (T). The principal component (PC) and common correlated effects (CCE) estimators were originally developed for … shrubs for deer habitatWebThe purpose is to study the asymptotic properties of the pooled CCE estimator under more realistic conditions. In particular, the common factor component may be correlated with … theory in my own wordsWeb15 de jul. de 2024 · In a recent work, Schneider et al. (2011) proposed a new measure R for network robustness, where the value of R is calculated within the entire process of … theory in positive psychology