Panels with non-stationary multifactor error structures (Q737289)
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scientific article; zbMATH DE number 6610592
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Panels with non-stationary multifactor error structures |
scientific article; zbMATH DE number 6610592 |
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Panels with non-stationary multifactor error structures (English)
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10 August 2016
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cross-section dependence
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large panels
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unit roots
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principal components
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common correlated effects
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