Being More Flexible at the Statistician’s Workplace

■ Social Sciences & Business / Being More Flexible at the Statistician’s Workplace Researchers find good approximation of finite sample properties with a bias-corrected least squares estimator. Factor models are widely studied in various economics applications and disciplines such as asset pricing, forecasting, empirical macroeconomics, and empirical labor economics. These models have been used to represent time-varying individual effects or heterogeneous interactions of common shocks known as interactive fixed effects. Professor Hyungsik Roger Moon, affiliated to Yonsei University and the University of Southern California, along with Martin Weidner, from University College London, recently studied linear panel regression models in which individual fixed effects, or factor … Continue reading Being More Flexible at the Statistician’s WorkplaceRead More →