A nonlinear panel data model of cross-sectional dependence
George Kapetanios; James Mitchell; Yongcheol Shin
| Year of publication: |
2014
|
|---|---|
| Authors: | Kapetanios, George ; Mitchell, James ; Shin, Yongcheol |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 179.2014, 2, p. 134-157
|
| Subject: | Nonlinear panel data model | Clustering | Cross-section dependence | Factor models | Monte Carlo simulations | Application to stock returns and inflation | Panel | Panel study | Monte-Carlo-Simulation | Monte Carlo simulation | Nichtlineare Regression | Nonlinear regression | Querschnittsanalyse | Cross-section analysis | Kapitaleinkommen | Capital income | Inflation | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010372654