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

Ignace De Vos; Joakim Westerlund

doi:10.1016/j.econlet.2019.02.001

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

Ignace De Vos
, Joakim Westerlund

Econometrics and Data Science

Research output: Contribution to Journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	5-7
Journal	Economics Letters
Volume	178
DOIs	https://doi.org/10.1016/j.econlet.2019.02.001
Publication status	Published - May 2019

Funding

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

Funders
Knut och Alice Wallenbergs Stiftelse

Keywords

common correlated effects
common factors

Access to Document

10.1016/j.econlet.2019.02.001

Persistent URL (handle)

Persistent link

Cite this

@article{532901117e2449d18fd95f8175d874c9,

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

keywords = "common correlated effects, common factors",

author = "\{De Vos\}, Ignace and Joakim Westerlund",

year = "2019",

month = may,

doi = "10.1016/j.econlet.2019.02.001",

language = "English",

volume = "178",

pages = "5--7",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier B.V.",

}

TY - JOUR

T1 - On CCE estimation of factor-augmented models when regressors are not linear in the factors

AU - De Vos, Ignace

AU - Westerlund, Joakim

PY - 2019/5

Y1 - 2019/5

KW - common correlated effects

KW - common factors

UR - https://www.scopus.com/pages/publications/85061819618

UR - https://www.scopus.com/pages/publications/85061819618#tab=citedBy

U2 - 10.1016/j.econlet.2019.02.001

DO - 10.1016/j.econlet.2019.02.001

M3 - Article

SN - 0165-1765

VL - 178

SP - 5

EP - 7

JO - Economics Letters

JF - Economics Letters

ER -

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

Funding

Keywords

Access to Document

Persistent URL (handle)

Other files and links

Cite this