On the role of the rank condition in CCE estimation of factor-augmented panel regressions
Karabiyik, Hande, Reese, Simon, Westerlund, JoakimLanguage:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2016.10.006
Date:
November, 2016
File:
PDF, 257 KB
english, 2016