In this paper, we study the least squares (LS) estimator in a linear panel regression model with unknown number of factors appearing as interactive fixed effects. Assuming that the number of factors ...

Identifying causal relationships from observational data is not easy. Still, researchers are often interested in examining the effects of policy changes or other decisions. In those analyses, ...

R. B. Davies, B. Hutton, The Effect of Errors in the Independent Variables in Linear Regression, Biometrika, Vol. 62, No. 2 (Aug., 1975), pp. 383-391 ...