Testing factors in CCE

DOI10.1016/J.ECONLET.2023.111245MaRDI QIDQ6093784

Nicholas Brown, Joakim Westerlund

Publication date: 12 September 2023

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

CCE estimationinteractive effects modelsfactor model selection

Mathematics Subject Classification ID

Statistics (62-XX) Labor markets (91B39)

Cites Work

• Evaluating latent and observed factors in macroeconomics and finance
• High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
• Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
• Determining the Number of Factors in Approximate Factor Models

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