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

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Latest revision as of 12:16, 17 July 2024

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Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle
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    Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle (English)
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    23 November 2018
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    large panel data
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    factor error structure
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    factor model
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    common stochastic trends
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    model selection criteria
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    credit spread puzzle
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