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  • Search: subject:"Factor Augmented Panel"
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Year of publication
Subject
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Panel 10 Panel study 10 Regression analysis 9 Regressionsanalyse 9 Estimation theory 7 Schätztheorie 7 Factor-augmented panel regressions 5 Common factor models 4 Principal components 4 CCE estimation 3 China 3 Cross-sectional averages 3 Factor-augmented panel regression 3 Predictive regression 3 Cross-section averages 2 Cross-section dependence 2 Estimation 2 Factor analysis 2 Faktorenanalyse 2 Interactive effects 2 Schätzung 2 common correlated effects 2 factor-augmented panel regression 2 factor-augmented panel regressions 2 1989-2009 1 Bootstrap approach 1 Bootstrap-Verfahren 1 COVID-19 1 Capital income 1 Capital market returns 1 Coronavirus 1 Correlation 1 Cross section dependence 1 Cross-section analysis 1 Cross-sectional dependence 1 Econometrics 1 Epidemic 1 Epidemie 1 Factor Augmented Panel 1 Factor augmented estimator 1
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Online availability
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Undetermined 10 Free 1
Type of publication
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Article 12 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Arbeitspapier 2 Conference paper 2 Graue Literatur 2 Konferenzbeitrag 2 Non-commercial literature 2 Working Paper 2
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Language
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English 10 Undetermined 5
Author
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Westerlund, Joakim 10 Urbain, Jean-Pierre 6 Reese, Simon 3 Karabiyik, Hande 2 Dell'Erba, Salvatore 1 Devpura, Neluka 1 Greenaway-McGrevy, Ryan 1 Han, Chirok 1 Palm, Franz C. 1 Sharma, Susan Sunila 1 Sola, Sergio 1 Stauskas, Ovidijus 1 Sul, Donggyu 1 Vos, Ignace de 1 Zhang, Fan 1
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Institution
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Nationalekonomiska Institutionen, Ekonomihögskolan 1
Published in...
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Journal of Econometrics 2 Journal of econometrics 2 Annual review of economics 1 Econometric reviews 1 Economics Letters 1 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 1 Energy economics 1 Journal of Asian Economics 1 Journal of Asian economics 1 The econometrics journal 1 Working Papers / Nationalekonomiska Institutionen, Ekonomihögskolan 1 Working paper / Department of Economics, Lund University 1 Working paper / Graduate Institute of International and Development Studies 1
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Source
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ECONIS (ZBW) 10 RePEc 5
Showing 1 - 10 of 15
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The COVID-19 Pandemic and Chinese insurance firms : a panel predictability analysis
Devpura, Neluka; Zhang, Fan - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 5, pp. 1464-1474
Persistent link: https://www.econbiz.de/10014289476
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Bootstrap improved inference for factor-augmented regressions with CCE
Vos, Ignace de; Stauskas, Ovidijus - 2021
Persistent link: https://www.econbiz.de/10012698559
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Econometric analysis of panel data models with multifactor error structures
Karabiyik, Hande; Palm, Franz C.; Urbain, Jean-Pierre - In: Annual review of economics 11 (2019), pp. 495-522
Persistent link: https://www.econbiz.de/10012623785
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Panel evidence on the ability of oil returns to predict stock returns in the G7 area
Westerlund, Joakim; Sharma, Susan Sunila - In: Energy economics 77 (2019), pp. 3-12
Persistent link: https://www.econbiz.de/10012306331
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Estimation of factor-augmented panel regressions with weakly influential factors
Reese, Simon; Westerlund, Joakim - In: Econometric reviews 37 (2018) 1/5, pp. 401-465
Persistent link: https://www.econbiz.de/10012039354
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CCE in panels with general unknown factors
Westerlund, Joakim - In: The econometrics journal 21 (2018) 3, pp. 264-276
Persistent link: https://www.econbiz.de/10012166628
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On the role of the rank condition in CCE estimation of factor-augmented panel regressions
Karabiyik, Hande; Reese, Simon; Westerlund, Joakim - In: Journal of econometrics 197 (2017) 1, pp. 60-64
Persistent link: https://www.econbiz.de/10011818341
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Expected fiscal policy and interest rates in open economy
Dell'Erba, Salvatore; Sola, Sergio - 2011
cross sectional dependence using a Factor Augmented Panel, interest rates are mostly related to global factors. Among …
Persistent link: https://www.econbiz.de/10008905388
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Cross-sectional averages versus principal components
Westerlund, Joakim; Urbain, Jean-Pierre - In: Journal of Econometrics 185 (2015) 2, pp. 372-377
In spite of the increased use of factor-augmented regressions in recent years, little is known regarding the relative merits of the two main approaches to estimation and inference, namely, the cross-sectional average and principal component estimators. By providing a formal comparison of the...
Persistent link: https://www.econbiz.de/10011190733
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Cross-sectional averages versus principal components
Westerlund, Joakim; Urbain, Jean-Pierre - In: Journal of econometrics 185 (2015) 2, pp. 372-377
Persistent link: https://www.econbiz.de/10011349044
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