Robust Estimation of Large Panels with Factor Structures

DOI10.1080/01621459.2022.2050244OpenAlexW4220745123MaRDI QIDQ6144755

Paolo Zaffaroni, Marco Avarucci

Publication date: 8 January 2024

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2022.2050244

zbMATH Keywords

robustnesspanelGLSfactor structureweighted least squares estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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