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

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Revision as of 08:38, 9 December 2024

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Panels with non-stationary multifactor error structures
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    Panels with non-stationary multifactor error structures (English)
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    10 August 2016
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    cross-section dependence
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    large panels
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    unit roots
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    principal components
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    common correlated effects
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