Asymptotic distribution of factor augmented estimators for panel regression

By Ryan Greenaway-McGrevy, Chirok Han, Donggyu Sul. 2012

104 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/8a256389ab5ab5a934788435365de8967baa4c13

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Liangjun Su
2. Qihui Chen
3. Yiguo Sun
4. Xun Lu
5. Xia Wang
6. Sainan Jin
7. Emir Malikov
8. Peter C. B. Phillips

Citations in the corpus

• TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS (2013, background): “See Greenaway-McGrevy et al. (2012) for a similar approach in the literature on interactive fixed effects.”
• The Mobile Phone in the Diffusion of Knowledge for Institutional Quality in Sub-Saharan Africa (2016, unknown): “The authors build on a bulk of previous studies ( (Pesaran, 2006; Stock & Watson, 2002; Bai, 2003; Bai, 2009; Greenaway-McGrevy et al., 2012) to establish that it is possible to engage normal inferences from PC augmented regressions if estimated coefficients converge to their true values at the…”