Econometric analysis of panel data models with multifactor error structures
Year of publication: |
2019
|
---|---|
Authors: | Karabiyik, Hande ; Palm, Franz C. ; Urbain, Jean-Pierre |
Published in: |
Annual review of economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1383, ZDB-ID 2525440-6. - Vol. 11.2019, p. 495-522
|
Subject: | panel data | cross-sectional dependence | factor-augmented panel regression | common correlated effects | principal components | stationary panels | nonstationary panels | Panel | Panel study | Ökonometrie | Econometrics | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Korrelation | Correlation |
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