Searcher

Long and short-run components in explanatory variables and different panel-data estimates

Monday, May 23, 2016

Document number 16/10

Long and short-run components in explanatory variables and different panel-data estimates

We investigate the idea that when we separate an explanatory variable into its “between” and “within” variations we could be roughly decomposing it into a structural (long-term) and a cyclical component respectively, and this could translate into different Between and Within estimates in panel data.

Geographies

Topics

Has this information been useful?

New comment

Be the first one to add a comment

Load more

You may also be interested in