Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle (Q1623512): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:31, 1 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)
0 references
23 November 2018
0 references
large panel data
0 references
factor error structure
0 references
factor model
0 references
common stochastic trends
0 references
model selection criteria
0 references
credit spread puzzle
0 references
