INTERACTIVEEFFECTS: MATLAB function to estimate interactive fixed effects models

Jushan Bai

Statistical Software Components from Boston College Department of Economics

Abstract: This routine implements the method "Panel data models with interactive fixed effects", Bai J., Econometrica, 77, 1229-1279, 2009.

Language: MATLAB
Requires: MATLAB
Keywords: panel data; fixed effects (search for similar items in EconPapers)
Date: 2015-07-28
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