Least squares estimation of a panel data model with multifactor error structure and endogenous covariates

C-Tier

Journal: Economics Letters

Year: 2011

Volume: 111

Issue: 3

Pages: 197-199

Authors (2)

Harding, Matthew (University of California-Irvin...) Lamarche, Carlos (University of Kentucky)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

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Abstract

We propose a method for estimating the slope parameter in an interactive effects panel data model with endogenous loadings and factors, and endogenous regressors.

Least squares estimation of a panel data model with multifactor error structure and endogenous covariates

Authors (2)

Abstract

Technical Details