Interactive Effects Panel Data Models with General Factors and Regressors - Westerlund, Joakim; Su, Liangjun; Peng, Bin; Yang, Yanrong; Lund University, Lund University School of Economics and Management, LUSEM, Department of Economics, Lunds universitet, Ekonomihögskolan, Nationalekonomiska institutionen, Originator (Econometric Theory, 2025)