Cross-Section Regression with Common Shocks (Q5393892)

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scientific article; zbMATH DE number 5066824
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English
Cross-Section Regression with Common Shocks
scientific article; zbMATH DE number 5066824

    Statements

    title
    Cross-Section Regression with Common Shocks (English)
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    published in
    Econometrica
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    publication date
    24 October 2006
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    zbMATH Keywords
    asymptotics
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    common shocks
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    dependence
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    exchangeability
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    factor model
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    inconsisteney
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    regression
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    Identifiers

    Mathematics Subject Classification ID
    91B64
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    62F10
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    62F12
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    zbMATH DE Number
    5066824
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    Wikidata QID
    Q30054736
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