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Robust inference of panel data models with interactive fixed effects under long memory: a frequency domain approach - MaRDI portal

Robust inference of panel data models with interactive fixed effects under long memory: a frequency domain approach (Q6554225)

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scientific article; zbMATH DE number 7863978
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English
Robust inference of panel data models with interactive fixed effects under long memory: a frequency domain approach
scientific article; zbMATH DE number 7863978

    Statements

    Robust inference of panel data models with interactive fixed effects under long memory: a frequency domain approach (English)
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    12 June 2024
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    factor error structure
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    Fourier transform
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    frequency domain regression
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    interactive fixed effects
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    long-range dependence
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    principal components
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