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

@@ Property / author @@
+Sumit K. Garg
@@ Property / author: Sumit K. Garg / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J02
@@ Property / Mathematics Subject Classification ID: 62J02 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6367954
@@ Property / zbMATH DE Number: 6367954 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonlinear panel data model
@@ Property / zbMATH Keywords: nonlinear panel data model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+clustering
@@ Property / zbMATH Keywords: clustering / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+cross-section dependence
@@ Property / zbMATH Keywords: cross-section dependence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+factor models
@@ Property / zbMATH Keywords: factor models / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Monte Carlo simulations
@@ Property / zbMATH Keywords: Monte Carlo simulations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+application to stock returns and inflation
@@ Property / zbMATH Keywords: application to stock returns and inflation / rank @@
+Normal rank

Revision as of 16:16, 30 June 2023