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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+Panel data models with multiple time-varying individual effects
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+Estimating cross-section common stochastic trends in nonstationary panel data
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+Panel Data Models With Interactive Fixed Effects
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+Panel cointegration with global stochastic trends
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+Determining the Number of Factors in Approximate Factor Models
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+A new approach for selecting the number of factors
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+Testing Hypotheses About the Number of Factors in Large Factor Models
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