Detection of units with pervasive effects in large panel data models
G. Kapetanios, M. H. Pesaran, S. Reese
| Year of publication: |
2021
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|---|---|
| Authors: | Kapetanios, George ; Pesaran, M. Hashem ; Reese, S. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 221.2021, 2, p. 510-541
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| Subject: | Cross-sectional dependence | Factor models | Multiple testing | Pervasive units | Sequential procedure | Systemic risk | Panel | Panel study | Theorie | Theory | Statistischer Test | Statistical test | Querschnittsanalyse | Cross-section analysis | Finanzmarkt | Financial market | Faktorenanalyse | Factor analysis | Systemrisiko |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.05.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012619248