On the role of the rank condition in CCE estimation of factor-augmented panel regressions
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Publication:506045
DOI10.1016/j.jeconom.2016.10.006zbMath1443.62474OpenAlexW2549427166MaRDI QIDQ506045
Hande Karabiyik, Simon Reese, Joakim Westerlund
Publication date: 30 January 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.10.006
Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Numerical solutions to overdetermined systems, pseudoinverses (65F20)
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Cites Work
- Panels with non-stationary multifactor error structures
- The rank of a random matrix
- Cross-sectional averages versus principal components
- Panel unit root tests in the presence of a multifactor error structure
- Weak and strong cross‐section dependence and estimation of large panels
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- On the Perturbation of Pseudo-Inverses, Projections and Linear Least Squares Problems
- Perturbation theory for pseudo-inverses
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