The factor analytical approach in near unit root interactive effects panels
Year of publication: |
2021
|
---|---|
Authors: | Norkutė, Milda ; Westerlund, Joakim |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 221.2021, 2, p. 569-590
|
Subject: | Bias | Common factors | Factor analytical method | Interactive effects | Local-to-unity asymptotics | Panel unit root test | Einheitswurzeltest | Unit root test | Panel | Panel study | Faktorenanalyse | Factor analysis | Theorie | Theory | Schätzung | Estimation | Systematischer Fehler |
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