Publications
2023
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when <i>T</i> is Fixed
Kaddoura, Y., & Westerlund, J. (2023). Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when <i>T</i> is Fixed. Journal of Business & Economic Statistics, 41(3), 778-790. doi:10.1080/07350015.2022.2067546
2022
CCE in heterogenous fixed-<i>T</i> panels
Westerlund, J., & Kaddoura, Y. (2022). CCE in heterogenous fixed-<i>T</i> panels. The Econometrics Journal, 25(3), 719-738. doi:10.1093/ectj/utac012