Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle (Q1623512): Difference between revisions

@@ Property / describes a project that uses @@
+phtt
@@ Property / describes a project that uses: phtt / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.csda.2013.11.007
+Normal rank
@@ Property / OpenAlex ID @@
+W2043662886
@@ Property / OpenAlex ID: W2043662886 / rank @@
+Normal rank
@@ Property / cites work @@
+Panel data models with multiple time-varying individual effects
+Normal rank
@@ Property / cites work @@
+Estimating cross-section common stochastic trends in nonstationary panel data
+Normal rank
@@ Property / cites work @@
+Panel Data Models With Interactive Fixed Effects
@@ Property / cites work: Panel Data Models With Interactive Fixed Effects / rank @@
+Normal rank
@@ Property / cites work @@
+Panel cointegration with global stochastic trends
@@ Property / cites work: Panel cointegration with global stochastic trends / rank @@
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
+Normal rank
@@ Property / cites work @@
+Linear Mixed-Effects Modeling by Parameter Cascading
+Normal rank
@@ Property / cites work @@
+A new approach for selecting the number of factors
+Normal rank
@@ Property / cites work @@
+Detection of structural breaks in linear dynamic panel data models
+Normal rank
@@ Property / cites work @@
+On the number of principal components: a test of dimensionality based on measurements of similarity between matrices
+Normal rank
@@ Property / cites work @@
+Estimating the number of common factors in serially dependent approximate factor models
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in the General Dynamic Factor Model
+Normal rank
@@ Property / cites work @@
+Selecting the number of components in principal component analysis using cross-validation approximations
+Normal rank
@@ Property / cites work @@
+A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets
+Normal rank
@@ Property / cites work @@
+A NEW PANEL DATA TREATMENT FOR HETEROGENEITY IN TIME TRENDS
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+Testing Hypotheses About the Number of Factors in Large Factor Models
+Normal rank
@@ Property / cites work @@
+Asymptotics of the principal components estimator of large factor models with weakly influential factors
+Normal rank
@@ Property / cites work @@
+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
+Normal rank
@@ Property / cites work @@
+Forecasting Using Principal Components From a Large Number of Predictors
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1623512