Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle (Q1623512)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle |
scientific article; zbMATH DE number 6983967
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle |
scientific article; zbMATH DE number 6983967 |
Statements
Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle (English)
0 references
23 November 2018
0 references
large panel data
0 references
factor error structure
0 references
factor model
0 references
common stochastic trends
0 references
model selection criteria
0 references
credit spread puzzle
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
