Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185)
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scientific article; zbMATH DE number 7191759
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation of heterogeneous coefficients in panel data models with common shocks |
scientific article; zbMATH DE number 7191759 |
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Efficient estimation of heterogeneous coefficients in panel data models with common shocks (English)
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22 April 2020
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factor analysis
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block diagonal covariance
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panel data models
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common shocks
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maximum likelihood estimation
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heterogeneous coefficients
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inferential theory
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extreme value theory
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