A nonlinear panel data model of cross-sectional dependence (Q469559): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2014.01.002
@@ Property / DOI: 10.1016/j.jeconom.2014.01.002 / rank @@
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+Sumit K. Garg
@@ Property / author: Sumit K. Garg / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J02
@@ Property / Mathematics Subject Classification ID: 62J02 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
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@@ Property / zbMATH DE Number @@
+6367954
@@ Property / zbMATH DE Number: 6367954 / rank @@
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@@ Property / zbMATH Keywords @@
+nonlinear panel data model
@@ Property / zbMATH Keywords: nonlinear panel data model / rank @@
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@@ Property / zbMATH Keywords @@
+clustering
@@ Property / zbMATH Keywords: clustering / rank @@
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@@ Property / zbMATH Keywords @@
+cross-section dependence
@@ Property / zbMATH Keywords: cross-section dependence / rank @@
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@@ Property / zbMATH Keywords @@
+factor models
@@ Property / zbMATH Keywords: factor models / rank @@
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@@ Property / zbMATH Keywords @@
+Monte Carlo simulations
@@ Property / zbMATH Keywords: Monte Carlo simulations / rank @@
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+application to stock returns and inflation
@@ Property / zbMATH Keywords: application to stock returns and inflation / rank @@
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+MaRDI publication profile
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+W2126685229
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+Inferential Theory for Factor Models of Large Dimensions
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+Determining the Number of Factors in Approximate Factor Models
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+Weak and strong cross‐section dependence and estimation of large panels
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+Model Selection in Threshold Models
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+Large sample confidence regions based on subsamples under minimal assumptions
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+Subsampling
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+Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space
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@@ Property / DOI @@
+.1016/J.JECONOM.2014.01.002
@@ Property / DOI: 10.1016/J.JECONOM.2014.01.002 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:469559