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Please use this identifier to cite or link to this item: https://bura.brunel.ac.uk/handle/2438/33742
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dc.contributor.authorKaddoura, Yousef-
dc.contributor.authorKaravias, Yiannis-
dc.contributor.authorWesterlund, Joakim-
dc.date.accessioned2026-08-23T18:15:25Z-
dc.date.available2026-08-23T18:15:25Z-
dc.date.issued2026-08-07-
dc.identifier.citationKaddoura, Y., Karavias, Y. and Westerlund, J. (2026) 'Time Averaged CCE', Oxford Bulletin of Economics and Statistics, 0(ahead of print), pp. 1–9. doi: 10.1111/obes.70122.en_US
dc.identifier.issn0305-9049-
dc.identifier.urihttps://bura.brunel.ac.uk/handle/2438/33742-
dc.descriptionSupporting Information is available online at: https://onlinelibrary.wiley.com/doi/10.1111/obes.70122#support-information-section .en_US
dc.description.abstractA popular approach to interactive effects panel data models is the common correlated effects (CCE) estimator of Pesaran (Estimation and inference in large heterogeneous panels with a multifactor error structure. Econometrica <b>74</b>, 967–1012, 2006). The current paper proposes a modified version of this estimator that is useful in a number of cases where the original is not expected to work, such as when the number of cross-sectional units is small. The idea is to use time instead of cross-sectional averages of the observables to purge the interactive effects.en_US
dc.description.sponsorshipKnut och Alice Wallenbergs Stiftelseen_US
dc.format.extentpp. 1–9-
dc.format.mediumPrint-Electronic-
dc.languageEnglish-
dc.language.isoen_USen_US
dc.publisherWiley on behalf of Oxford Universityen_US
dc.rightsCreative Commons Attribution 4.0 International License-
dc.rights.urihttps://creativecommons.org/licenses/by/4.0/-
dc.subjectcommon correlated effectsen_US
dc.subjectinteractive fixed effectsen_US
dc.subjectpanel dataen_US
dc.subject14 Economicsen_US
dc.subjectEconomicsen_US
dc.titleTime Averaged CCEen_US
dc.typeArticleen_US
dc.date.dateAccepted2026-07-22-
dc.identifier.doihttps://doi.org/10.1111/obes.70122-
dc.relation.isPartOfOxford Bulletin of Economics and Statistics-
pubs.issue0-
pubs.publication-statusPublished online-
pubs.volume00-
dc.identifier.eissn1468-0084-
dc.rights.licensehttps://creativecommons.org/licenses/by/4.0/legalcode.en-
dcterms.dateAccepted2026-07-22-
dcterms.issued2026-08-07-
dc.date.updated2026-08-21T07:12:56Z-
dc.rights.holderThe Author(s)-
dc.contributor.orcidKaravias, Yiannis [0000-0002-1208-5537]-
Appears in Collections:Department of Economics, Finance and Accounting Research Papers *

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