Principal-component-based generalized-least-squares approach for panel data

DOI10.1080/00949655.2015.1041954OpenAlexW2204143678MaRDI QIDQ5222380

Kosei Fukuda

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2015.1041954

zbMATH Keywords

identification problemcohort effectindividual effectage effectperiod effect

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Computational methods for problems pertaining to probability theory (60-08)

Related Items (2)

Functional principal component analysis in age–period–cohort analysis of body mass index data by gender and ethnicity ⋮ Fast deflation sparse principal component analysis via subspace projections

Cites Work

• Estimating the dimension of a model
• Information criteria and statistical modeling.
• Specification Tests in Econometrics
• Age–period–cohort decompositions using principal components and partial least squares
• A new look at the statistical model identification
• Unnamed Item

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