On CCE estimation of factor-augmented models when regressors are not linear in the factors

Ignace De Vos, Joakim Westerlund

Research output: Contribution to JournalArticleAcademicpeer-review

Original languageEnglish
Pages (from-to)5-7
JournalEconomics Letters
Volume178
DOIs
Publication statusPublished - May 2019

Funding

Westerlund would like to thank the Knut and Alice Wallenberg Foundation for financial support through a Wallenberg Academy Fellowship .

FundersFunder number
Knut och Alice Wallenbergs Stiftelse

    Keywords

    • common correlated effects
    • common factors

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