Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185): Difference between revisions

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Revision as of 00:19, 20 March 2024

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Efficient estimation of heterogeneous coefficients in panel data models with common shocks
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    Efficient estimation of heterogeneous coefficients in panel data models with common shocks (English)
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    22 April 2020
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    factor analysis
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    block diagonal covariance
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    panel data models
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    common shocks
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    maximum likelihood estimation
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    heterogeneous coefficients
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    inferential theory
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    extreme value theory
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