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.
| Original language | English |
|---|---|
| Pages (from-to) | 197-199 |
| Number of pages | 3 |
| Journal | Economics Letters |
| Volume | 111 |
| Issue number | 3 |
| DOIs | |
| State | Published - Jun 2011 |
Keywords
- Instrumental variables
- Interactive fixed effects
- Panel data
ASJC Scopus subject areas
- Finance
- Economics and Econometrics
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