Robust inference of panel data models with interactive fixed effects under long memory : a frequency domain approach
Shuyao Ke, Peter C. B. Phillips, Liangjun Su
| Year of publication: |
2024
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|---|---|
| Authors: | Ke, Shuyao ; Phillips, Peter C. B. ; Su, Liangjun |
| Subject: | Factor error structure | Fourier transform | Frequency domain regression | Interactive fixed effects | Long-range dependence | Principal components | Panel | Panel study | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2024.105761 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015075187