A method to evaluate the rank condition for CCE estimators

IF 0.8 4区经济学 Q3 ECONOMICS

Econometric Reviews Pub Date : 2024-01-08 DOI:10.1080/07474938.2023.2292383

Ignace De Vos, Gerdie Everaert, Vasilis Sarafidis

引用次数: 0

Abstract

We develop a binary classifier to evaluate whether the rank condition (RC) is satisfied or not for the Common Correlated Effects (CCE) estimator. The RC postulates that the number of unobserved fac...

查看原文本刊更多论文

评估 CCE 估计数秩条件的方法

我们开发了一种二元分类器，用于评估共同相关效应（CCE）估计器是否满足秩条件（RC）。秩条件假定，未观察到的面的数量与...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

Econometric Reviews 管理科学-数学跨学科应用

CiteScore

1.70

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： Econometric Reviews is widely regarded as one of the top 5 core journals in econometrics. It probes the limits of econometric knowledge, featuring regular, state-of-the-art single blind refereed articles and book reviews. ER has been consistently the leader and innovator in its acclaimed retrospective and critical surveys and interchanges on current or developing topics. Special issues of the journal are developed by a world-renowned editorial board. These bring together leading experts from econometrics and beyond. Reviews of books and software are also within the scope of the journal. Its content is expressly intended to reach beyond econometrics and advanced empirical economics, to statistics and other social sciences.