Inferences in panel data with interactive effects using large covariance matrices (Q2398975)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inferences in panel data with interactive effects using large covariance matrices |
scientific article |
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Inferences in panel data with interactive effects using large covariance matrices (English)
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21 August 2017
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high dimensionality
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unknown factors
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conditional sparsity
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thresholding
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cross-sectional correlation
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heteroskedasticity
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optimal weight matrix
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confidence intervals
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