The Modelling Housing Career Trajectories in Great Britain project used a range of datasets to examine how people’s pathways through the British housing system have changed since the 1990s. The projec
This article considers model selection and model averaging in panel data models with a multifactor error structure. We investigate the limiting distribution of the common correlated effects estimator
In this article, we consider estimation of common structural breaks in panel data models with unobservable interactive fixed effects. We introduce a penalized principal component (PPC) estimation proc