Panels with non-stationary multifactor error structures (Q737289)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Panels with non-stationary multifactor error structures |
scientific article |
Statements
Panels with non-stationary multifactor error structures (English)
0 references
10 August 2016
0 references
cross-section dependence
0 references
large panels
0 references
unit roots
0 references
principal components
0 references
common correlated effects
0 references