Principal-component-based generalized-least-squares approach for panel data
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Publication:5222380
DOI10.1080/00949655.2015.1041954OpenAlexW2204143678MaRDI QIDQ5222380FDOQ5222380
Authors: Kosei Fukuda 
Publication date: 1 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2015.1041954
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Cites Work
- Estimating the dimension of a model
- A new look at the statistical model identification
- Econometric analysis of cross section and panel data.
- Specification Tests in Econometrics
- Information criteria and statistical modeling.
- Age-period-cohort decompositions using principal components and partial least squares
Cited In (5)
- A simple method for age-period-cohort decomposition of firm survival data
- Fast deflation sparse principal component analysis via subspace projections
- Age-period-cohort decompositions using principal components and partial least squares
- Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects
- Functional principal component analysis in age–period–cohort analysis of body mass index data by gender and ethnicity
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