Common factors and common breaks in panels: An empirical investigation

C-Tier
Journal: Economics Letters
Year: 2020
Volume: 187
Issue: C

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Unobserved common factors and common breaks are two important features in empirical studies using large panels. Recently, Baltagi, Feng and Kao (2016, 2019) extended Pesaran’s (2006) common correlated effects (CCE) approach by allowing for common breaks and endogenous regressors in large heterogeneous panels. In this note, we empirically investigate these estimators and compare them with CCE and Bai’s (2009) interactive fixed effects (IFE) estimators in the context of China’s provincial infrastructure investment.

Technical Details

RePEc Handle
repec:eee:ecolet:v:187:y:2020:i:c:s0165176519304525
Journal Field
General
Author Count
1
Added to Database
2026-01-25