Inference on factor structures in heterogeneous panels (Q473358)
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scientific article; zbMATH DE number 6372131
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| English | Inference on factor structures in heterogeneous panels |
scientific article; zbMATH DE number 6372131 |
Statements
Inference on factor structures in heterogeneous panels (English)
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24 November 2014
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large panels
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CCE estimator
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principal component estimator
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testing for factor structure
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extreme value distribution
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0.8507128357887268
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0.8418213129043579
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0.8350046873092651
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0.8178646564483643
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0.8147355914115906
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