Book contents
- Frontmatter
- Dedication
- Contents
- Figures
- Tables
- Preface to the Fourth Edition
- 1 Introduction
- 2 Linear Static Models with Additive Effects
- 3 Dynamic Models with Additive Specific Effects
- 4 Simultaneous-Equations Models
- 5 Dynamic System
- 6 Discrete Data
- 7 Limited Dependent and Sample Selection Models
- 8 Some Nonlinear Models
- 9 Miscellaneous Topics
- 10 Interactive Effects Models
- 11 Spatial Models and Tests for Cross-Sectional Dependence
- 12 Program Evaluation Using Panel Data
- 13 Variable Coefficients Models
- 14 Big Data Analytics
- References
- Author Index
- Subject Index
- Econometric Society Monographs Series
10 - Interactive Effects Models
Published online by Cambridge University Press: 19 May 2022
- Frontmatter
- Dedication
- Contents
- Figures
- Tables
- Preface to the Fourth Edition
- 1 Introduction
- 2 Linear Static Models with Additive Effects
- 3 Dynamic Models with Additive Specific Effects
- 4 Simultaneous-Equations Models
- 5 Dynamic System
- 6 Discrete Data
- 7 Limited Dependent and Sample Selection Models
- 8 Some Nonlinear Models
- 9 Miscellaneous Topics
- 10 Interactive Effects Models
- 11 Spatial Models and Tests for Cross-Sectional Dependence
- 12 Program Evaluation Using Panel Data
- 13 Variable Coefficients Models
- 14 Big Data Analytics
- References
- Author Index
- Subject Index
- Econometric Society Monographs Series
Summary
Advantages and challenges of using factor structure to control the impact of unobserved heterogeneity that varies across individuals and over time are discussed. Methods for the determination of the dimension of factor structure are also discussed.
Keywords
- Type
- Chapter
- Information
- Analysis of Panel Data , pp. 307 - 338Publisher: Cambridge University PressPrint publication year: 2022