On the Role of the Rank Condition in CCE Estimation of Factor-Augmented Panel Regressions
By Hande Karabıyık, Simon Reese, Joakim Westerlund. 2017
67 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/1fbc57f74dbcb557be803c831a8931d3e69b7da8
How researchers see this paper
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In Economics and Econometrics
- Paresh Kumar Narayan
- Muhammad Shahbaz
- Ilhan Ozturk
- Joakim Westerlund
- Yiannis Karavias
- Afees A. Salisu
- Sakiru Adebola Solarin
- Avik Sinha
Citations in the corpus
- Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 (2021, methodology): “However, instead of minimizing the OLS residuals, which will generally lead to inconsistency because of the unattended factors (Kim 2011), we minimize the CCE residuals.”