Arturas Juodis

University of Amsterdam - Amsterdam School of Economics (ASE)

Roetersstraat 11

Amsterdam, North Holland 1018 WB

Netherlands

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Scholarly Papers (1)

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Online Supplement to an Incidental Parameters Free Inference Approach for Panels with Common Shocks

Number of pages: 27 Posted: 28 Feb 2021
Arturas Juodis and Vasilis Sarafidis
University of Amsterdam - Amsterdam School of Economics (ASE) and BI Norwegian Business School
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Abstract:

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Common Factors, GMM, Incidental Parameter Problem, Endogenous Regressors, U-statistic