Abstract
This is a short paper which details the user-written StatFact add-in released by IHS on November 10, 2014. The first section introduces and explains the motivation behind the development of the add-in, the second section details the econometric procedures undertaken and the third provides guidance on the use of the software. The fourth section outlines two empirical examples, and the fifth suggests possible implementations and further developments.
Original language | English |
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Journal | Computational Economics |
Early online date | 11 Jul 2015 |
DOIs | |
Publication status | E-pub ahead of print - 11 Jul 2015 |
Keywords
- Static factors
- Macro panels
- Bai and Ng
- Dimension reduction
- IPC