On the estimation and inference in factor-augmented panel regressions with correlated loadings (Q2439796)
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English | On the estimation and inference in factor-augmented panel regressions with correlated loadings |
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On the estimation and inference in factor-augmented panel regressions with correlated loadings (English)
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17 March 2014
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factor-augmented panel regressions
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common factor models
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cross-sectional averages
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cross-sectional dependence
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