Cross-sectional averages versus principal components
Joakim Westerlund; Jean-Pierre Urbain
| Year of publication: |
2015
|
|---|---|
| Authors: | Westerlund, Joakim ; Urbain, Jean-Pierre |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 185.2015, 2, p. 372-377
|
| Subject: | Factor-augmented panel regressions | Common factor models | Principal components | Cross-section averages | Cross-section dependence | Panel | Panel study | Regressionsanalyse | Regression analysis | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory | Querschnittsanalyse | Cross-section analysis |
| 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://www.econbiz.de/10011349044