Panels with non-stationary multifactor error structures (Q737289): Difference between revisions

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+Rao's score test in spatial econometrics
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+Normal rank
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+Inferential Theory for Factor Models of Large Dimensions
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+Panel cointegration with global stochastic trends
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+Normal rank
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+Determining the Number of Factors in Approximate Factor Models
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+Weak and strong cross‐section dependence and estimation of large panels
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+Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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+Estimating long-run relationships from dynamic heterogeneous panels
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+Linear Regression Limit Theory for Nonstationary Panel Data
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+Q4593683
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+Normal rank