Efficiency in large dynamic panel models with common factors
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Publication:6486642
DOI10.1017/S0266466614000024zbMATH Open1314.62203MaRDI QIDQ6486642FDOQ6486642
Authors: Patrick Gagliardini, Christian Gouriéroux 
Publication date: 14 November 2014
Published in: Econometric Theory (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Statistical methods; risk measures (91G70) Credit risk (91G40)
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