Milda Norkute

Lund University

Box 117

Lund, SC Skane S221 00

Sweden

SCHOLARLY PAPERS

2

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214

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2

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Scholarly Papers (2)

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1.

Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure

ISER Discussion Paper No. 1019
Number of pages: 98 Posted: 26 Feb 2018 Last Revised: 11 May 2019
Milda Norkute, Vasilis Sarafidis, Takashi Yamagata and Guowei Cui
Lund University, BI Norwegian Business School, University of York - Department of Economics and Related Studies and Huazhong University of Science and Technology
Downloads 126 (334,843)
Citation 2

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method of moments, dynamic panel data, cross-sectional dependence, factor model

2.

Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects

ISER DP No. 1101, 2020
Number of pages: 74 Posted: 03 Nov 2020
Guowei Cui, Milda Norkute, Vasilis Sarafidis and Takashi Yamagata
Huazhong University of Science and Technology, Lund University, affiliation not provided to SSRN and University of York - Department of Economics and Related Studies
Downloads 88 (427,530)

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Large Panel Data, Interactive Effects, Common Factors, Principal Components Analysis, Instrumental Variables