A method to evaluate the rank condition for CCE estimators
开发了一个二元分类器来评估公共相关效应（CCE）估计量的秩条件是否满足，该条件决定估计量的一致性，但此前无法验证。
We develop a binary classifier to evaluate whether the rank condition (RC) is satisfied or not for the Common Correlated Effects (CCE) estimator. The RC postulates that the number of unobserved factors, m, is not larger than the rank of the unobserved matrix of average factor loadings, . When this condition fails, the CCE estimator is inconsistent, in general. Despite its importance, to date this rank condition could not be verified. The difficulty lies in the fact that factor loadings are unobserved, such that cannot be directly determined.