Recent development in the econometric theory of factor models

MaRDI QIDQ6486981zbMATH OpenFDO

Authors Ryo Okui

Publication date 18 November 2014

Published in Journal of the Japan Statistical Society. Japanese Issue (Search for Journal in Brave)

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to economics (62P20)

Recommendations

• Estimation of factor-augmented panel regressions with weakly influential factors
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
• Dynamic factor models
• Asymptotic distribution of factor augmented estimators for panel regression
• Determining the Number of Factors in Approximate Factor Models

This page was built for publication: Recent development in the econometric theory of factor models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6486981)