Cross-sectional averages versus principal components ☆

By Joakim Westerlund, J. Urbain. 2011

159 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/987e7063990d098261f8751fb51d2e5032c0ceac

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. Vasilis Sarafidis
2. Takashi Yamagata
3. Guowei Cui
4. Milda Norkute
5. Brantley Liddle
6. M. Eberhardt
7. F. Teal
8. Perry Sadorsky

In Statistics and Probability

1. Takashi Yamagata
2. Guowei Cui
3. Vasilis Sarafidis
4. Milda Norkute

Citations in the corpus

• Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects (2020, methodology): “As discussed in Westerlund and Urbain (2015), both PC and CA are asymptotically biased due to the correlation between the estimation error of Ĝz and {Xi, ui}.”