A robust approach to heteroscedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data
Year of publication: |
2023
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Authors: | Cui, Guowei ; Hayakawa, Kazuhiko ; Nagata, Shuichi ; Yamagata, Takashi |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 3, p. 862-875
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Subject: | Correlated random coefficients | Interactive effects | Panel data | Slope heterogeneity | Panel | Panel study | Schätztheorie | Estimation theory | Korrelation | Correlation | Autokorrelation | Autocorrelation | Heteroskedastizität | Heteroscedasticity |
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