Inference on factor structures in heterogeneous panels (Q473358)

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scientific article; zbMATH DE number 6372131
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Inference on factor structures in heterogeneous panels
scientific article; zbMATH DE number 6372131

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    Inference on factor structures in heterogeneous panels (English)
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    24 November 2014
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    large panels
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    CCE estimator
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    principal component estimator
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    testing for factor structure
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    extreme value distribution
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