Similar Search Results - EconBiz

Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure

Kapetanios, George; Serlenga, Laura; Shin, Yongcheol - In: Journal of econometrics 220 (2021) 2, pp. 504-531

Persistent link: https://www.econbiz.de/10012618527

Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure

Kapetanios, George - 2019

Given the growing availability of large datasets and following recent research trends on multi-dimensional modelling, we develop three dimensional (3D) panel data models with hierarchical error components that allow for strong cross-sectional dependence through unobserved heterogeneous global...

Persistent link: https://www.econbiz.de/10012868664

Canonical correlation-based model selection for the multilevel factors

Choi, In; Lin, Rui; Shin, Yongcheol - In: Journal of econometrics 233 (2023) 1, pp. 22-44

Persistent link: https://www.econbiz.de/10014340924

Estimation and inference in heterogeneous spatial panel data models with a multifactor error structure

Chen, Jia; Shin, Yongcheol; Zheng, Chaowen - 2020 - This version: March, 2020

Persistent link: https://www.econbiz.de/10012199405

Dynamic factor extraction of cross-sectional dependence in panel unit root tests

Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001920602

Factor analysis using subspace factor models : some theoretical results and an application to UK inflation forecasting

Kapetanios, George (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001867252

A new method for determining the number of factors in factor models with large datasets

Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002403209

A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset

Kapetanios, George - In: Economics letters 85 (2004) 1, pp. 63-69

Persistent link: https://www.econbiz.de/10002215537

A testing procedure for determining the number of factors in approximate factor models with large datasets

Kapetanios, George - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 3, pp. 397-409

Persistent link: https://www.econbiz.de/10008736170

Dynamic factor extraction of cross-sectional dependence in panel unit root tests

Kapetanios, George - In: Journal of applied econometrics 22 (2007) 2, pp. 313-338

Persistent link: https://www.econbiz.de/10003455448

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