In this paper, we study the least squares (LS) estimator in a linear panel regression model with unknown number of factors appearing as interactive fixed effects. Assuming that the number of factors ...
No. 55/56, Économétrie des Données de Panel / Panel Data Econometrics (Sep. - Dec., 1999), pp. 299-315 (17 pages) This paper analyzes the effects of individual-specific size factors in a dynamic panel ...
Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...
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