Linear regression for panel with unknown number of factors as interactive fixed effects
by Hyungsik Roger Moon and Martin Weidner
| Year of publication: |
2015
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|---|---|
| Authors: | Moon, Hyungsik Roger ; Weidner, Martin |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 83.2015, 4, p. 1543-1579
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| Subject: | Panel data | interactive fixed effects | factor models | perturbation theory of linear operators | random matrix theory | Panel | Panel study | Theorie | Theory | Faktorenanalyse | Factor 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/10011405087