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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Revision as of 19:33, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle |
scientific article |
Statements
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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