Joakim Westerlund
Professor, Programme director – Master of Data Analytics and Business Economics
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed
Author
Summary, in English
Department/s
- Department of Economics
Publishing year
2023
Language
English
Pages
778-790
Publication/Series
Journal of Business and Economic Statistics
Volume
41
Issue
3
Document type
Journal article
Publisher
American Statistical Association
Topic
- Economics
Keywords
- Common factors
- Interactive effects
- Lasso
- Panel data
- Structural change
Status
Published
ISBN/ISSN/Other
- ISSN: 0735-0015