Robust Estimation of Large Panels with Factor Structures

DOI10.1080/01621459.2022.2050244MaRDI QIDQ6144755zbMATH OpenOpenAlexFDO

Authors Marco Avarucci, Paolo Zaffaroni

Publication date 8 January 2024

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

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

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

zbMATH Keywords

factor structureGLSpanelrobustnessweighted least squares estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(2)

• scientific article; zbMATH DE number 7370530 (Why is no real title available?)
• OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS

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