Inferences in panel data with interactive effects using large covariance matrices
Jushan Bai, Yuan Liao
| Year of publication: |
September 2017
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|---|---|
| Authors: | Bai, Jushan ; Liao, Yuan |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 200.2017, 1, p. 59-78
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| Subject: | High dimensionality | Unknown factors | Conditional sparsity | Thresholding | Cross-sectional correlation | Heteroskedasticity | Optimal weight matrix | Korrelation | Correlation | Panel | Panel study | Schätztheorie | Estimation theory | Lineare Algebra | Linear algebra | Faktorenanalyse | Factor analysis | Heteroskedastizität | Heteroscedasticity | Varianzanalyse | Analysis of variance | Induktive Statistik | Statistical inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2017.05.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011897698