Detection of units with pervasive effects in large panel data models
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Publication:2658758
DOI10.1016/j.jeconom.2020.05.001zbMath1471.62534OpenAlexW2910068470MaRDI QIDQ2658758
Publication date: 24 March 2021
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.05.001
multiple testingfactor modelssequential proceduresystemic riskcross-sectional dependencepervasive units
Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Macroeconomic theory (monetary models, models of taxation) (91B64)
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Cites Work
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