Article ID Journal Published Year Pages File Type
5087408 Journal of Asian Economics 2013 9 Pages PDF
Abstract
► Most applications involving panel data regressions are based on OLS. ► Yet, OLS is known not to be robust to cross-section dependence. ► This paper point to some of the recent advances in the area of factor-augmented panel regressions. ► The implementation of these novel approaches is given a detailed treatment.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
On the implementation and use of factor-augmented regressions in panel data
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