Dr. Ignace De Vos
Lunds Universitet
Post-Doc, Statistics
Belgium
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My Publications
Removing bias for Common Correlated Effects estimators in panels with lagged dependent ...
Journal of Business and Economic Statistics
September 2019
The Common Correlated Effects methodology is a highly popular estimation approach to estimate panel data models with unobserved common factors. Essentially, by adding cross-section averages (CA) of...