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Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Edition 3ISBN: 978-9352863501Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Edition 3ISBN: 978-9352863501 Exercise 9
In the fixed effects regression model, are the fixed entity effects, a h consistently estimated as n - with T fixed
b. If n is large (say, n = 2000) but T is small (say, T = 4), do you think that the estimated values of a, are approximately normally distributed Why or why not
b. If n is large (say, n = 2000) but T is small (say, T = 4), do you think that the estimated values of a, are approximately normally distributed Why or why not
Explanation
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The panel regression for samples i and t...
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
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