On the estimation and inference in factor-augmented panel regressions with correlated loadings (Q2439796)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6270547
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the estimation and inference in factor-augmented panel regressions with correlated loadings |
scientific article; zbMATH DE number 6270547 |
Statements
On the estimation and inference in factor-augmented panel regressions with correlated loadings (English)
0 references
17 March 2014
0 references
factor-augmented panel regressions
0 references
common factor models
0 references
cross-sectional averages
0 references
cross-sectional dependence
0 references
0 references
0.87725335
0 references
0.8652703
0 references
0.8571451
0 references
0.85540015
0 references
0.85367835
0 references
0.84484196
0 references
