On the estimation and inference in factor-augmented panel regressions with correlated loadings
Year of publication: |
2013
|
---|---|
Authors: | Westerlund, Joakim ; Urbain, Jean-Pierre |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 119.2013, 3, p. 247-250
|
Publisher: |
Elsevier |
Subject: | Factor-augmented panel regressions | Common factor models | Cross-sectional averages | Cross-sectional dependence |
-
On the implementation and use of factor-augmented regressions in panel data
Westerlund, Joakim, (2013)
-
Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors
Westerlund, Joakim, (2014)
-
Cross-sectional averages versus principal components
Westerlund, Joakim, (2015)
- More ...
-
Cross-sectional averages versus principal components
Westerlund, Joakim, (2015)
-
Panel Error Correction Testing with Global Stochastic Trends
Gengenbach, Christian, (2008)
-
Spurious Regression in Nonstationary Panels with Cross-Unit Cointegration
Urbain, Jean-Pierre, (2006)
- More ...