Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
G. Kapetanios and M. Hashem Pesaran
| Year of publication: |
May 2005
|
|---|---|
| Other Persons: | Kapetanios, George (contributor) ; Pesaran, M. Hashem (contributor) |
| Institutions: | University of Cambridge / Department of Applied Economics (contributor) ; University of Cambridge / Faculty of Economics (contributor) |
| Publisher: |
Cambridge : Univ. of Cambridge, Dep. of Applied Economics, Faculty of Economics |
| Subject: | Panel | Panel study | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis | Stichprobenerhebung | Sampling | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | Theorie | Theory | Welt | World |
| Extent: | Online-Ressource, 36 p., text |
|---|---|
| Series: | Cambridge working papers in economics. - Cambridge : [Verlag nicht ermittelbar], ZDB-ID 2106951-7. - Vol. 0520 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002808714