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Search: subject:"Multifactor error structure"
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Multifactor error structure
2
Bias
1
Common correlated effects
1
Correlation
1
Cross section dependence
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Dynamic panel bias
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Estimation
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Estimation theory
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Factor analysis
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Factor augmented regression
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Faktorenanalyse
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Fisher inflation parity
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Korrelation
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Panel
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Panel study
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Panel unit root tests
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Real equity prices
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Schätztheorie
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Everaert, Gerdie
1
Pesaran, M. Hashem
1
Vanessa Smith, L.
1
Vos, Ignace de
1
Yamagata, Takashi
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Journal of Econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Bias-corrected common correlated effects pooled estimation in dynamic panels
Vos, Ignace de
;
Everaert, Gerdie
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 294-306
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012424521
Saved in:
2
Panel unit root tests in the presence of a
multifactor
error
structure
Pesaran, M. Hashem
;
Vanessa Smith, L.
;
Yamagata, Takashi
- In:
Journal of Econometrics
175
(
2013
)
2
,
pp. 94-115
of a
multifactor
error
structure
, and proposes a new panel unit root test based on a simple average of cross …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011052269
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