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 ...

We propose an augmented estimating equation (AEE) approach for a semiparametric mean regression model with panel count data under possibly informative observation schemes and censoring. On a grid of ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation We analyze how bank profitability impacts financial stability from both theoretical and empirical perspectives. We first ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation We measure the impact of frequent exogeneous shocks on small ECCU economies, including changes to global economic activity, ...