Web1 de mar. de 2024 · DOI: 10.1016/J.JECONOM.2016.10.006 Corpus ID: 125735867; On the Role of the Rank Condition in CCE Estimation of Factor-Augmented Panel Regressions @article{Karabyk2024OnTR, title={On the Role of the Rank Condition in CCE Estimation of Factor-Augmented Panel Regressions}, author={Hande Karabıyık and Simon R. Reese … WebWe investigate the microeconomic effects of the monetary policy conduct in the United States by observing the response of the domestic capital market with respect to unexpected changes in the Fed Funds rate target in discretionary as opposed to rules-based policy eras. These dichotomous situations are identified by means of a model with structural breaks …
A method for evaluating the rank condition for CCE estimators
WebThe purpose is to study the asymptotic properties of the pooled CCE estimator under more realistic conditions. In particular, the common factor component may be correlated with the regressors, and the true number of common factors, r , can be larger than the number of estimated factors, which in CCE is given by k + 1 , where k is the number of regressors. Web15 de jul. de 2024 · In a recent work, Schneider et al. (2011) proposed a new measure R for network robustness, where the value of R is calculated within the entire process of … csgo bhop cmd
On the robustness of the pooled CCE estimator - PubAg
WebOn the robustness of the pooled CCE estimator. Cite Download (334.37 kB)Share Embed. journal contribution. posted on 2024-02-01, 00:00 authored by A Juodis, H Karabiyik, Joakim Westerlund Joakim Westerlund. On the robustness of the pooled CCE estimator. History. Journal Journal of Econometrics. Volume 220. Issue 2. Pagination … WebThe purpose is to study the asymptotic properties of the pooled CCE estimator under more realistic conditions. In particular, the common factor component may be correlated with … WebHowever, the corresponding common correlated effects (CCEs) estimator can be sensitive to the number of cross‐section averages used and/or the static factor representation for observables. ... Hande & Westerlund, Joakim, 2024. "On the robustness of the pooled CCE estimator," Journal of Econometrics, Elsevier, vol. 220(2), pages 325-348. csgo bhop booster