Inference on factor structures in heterogeneous panels
Carolina Castagnetti; Eduardo Rossi; Lorenzo Trapani
| Year of publication: |
2015
|
|---|---|
| Authors: | Castagnetti, Carolina ; Rossi, Eduardo ; Trapani, Lorenzo |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 184.2015, 1, p. 145-157
|
| Subject: | Large panels | CCE estimator | Principal Component estimator | Testing for factor structure | Extreme Value distribution | Panel | Panel study | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Monte-Carlo-Simulation | Monte Carlo simulation |
| 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://www.econbiz.de/10011326797