The factor analytical approach in trending near unit root panels
Year of publication: |
2021
|
---|---|
Authors: | Norkutė, Milda ; Westerlund, Joakim ; Stauskas, Ovidijus |
Publisher: |
Vilnius : Lietuvos Bankas |
Subject: | Dynamic panel data models | Unit root | Factor analytical method | Panel | Panel study | Einheitswurzeltest | Unit root test | Faktorenanalyse | Factor analysis | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
-
The factor analytical approach in near unit root interactive effects panels
Norkutė, Milda, (2021)
-
Aslan, Murat, (2018)
-
LM-type tests for idiosyncratic and common unit roots in the exact factor model with AR(1) dynamics
Solberger, Martin, (2013)
- More ...
-
The factor analytical approach in trending near unit root panels
Westerlund, Joakim, (2021)
-
The factor analytical approach in near unit root interactive effects panels
Norkutė, Milda, (2021)
-
A factor-augmented new Keynesian Phillips curve for the European Union countries
Norkutė, Milda, (2023)
- More ...