Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects

DOI10.3982/ECTA9382zbMath1410.62126MaRDI QIDQ4614297

Hyungsik Roger Moon, Martin Weidner

Publication date: 30 January 2019

Published in: Econometrica (Search for Journal in Brave)

zbMATH Keywords

panel datarandom matrix theoryfactor modelsinteractive fixed effectsperturbation theory of linear operators

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

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