Cross-sectional averages versus principal components (Q2343814): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Panel Data Models With Interactive Fixed Effects / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Inferential Theory for Factor Models of Large Dimensions / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Weak and strong cross‐section dependence and estimation of large panels / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Asymptotic distribution of factor augmented estimators for panel regression / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure / rank | |||
Normal rank | |||
Latest revision as of 01:58, 10 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cross-sectional averages versus principal components |
scientific article |
Statements
Cross-sectional averages versus principal components (English)
0 references
6 May 2015
0 references
factor-augmented panel regressions
0 references
common factor models
0 references
principal components
0 references
cross-section averages
0 references
cross-section dependence
0 references
