EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS
From MaRDI portal
Publication:2929841
DOI10.1017/S0266466614000024zbMath1314.62203OpenAlexW3121319442MaRDI QIDQ2929841
No author found.
Publication date: 14 November 2014
Published in: (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466614000024
No records found.
Related Items (7)
Double instrumental variable estimation of interaction models with big data ⋮ Semiparametric estimation of latent variable asset pricing models ⋮ Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects ⋮ LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS ⋮ Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects ⋮ Unified inference for nonlinear factor models from panels with fixed and large time span ⋮ Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators
This page was built for publication: EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS
