Robust inference of panel data models with interactive fixed effects under long memory: a frequency domain approach
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Publication:6554225
DOI10.1016/J.JECONOM.2024.105761MaRDI QIDQ6554225
Shuyao Ke, Peter C. B. Phillips, Liangjun Su
Publication date: 12 June 2024
Published in: Journal of Econometrics (Search for Journal in Brave)
Fourier transformlong-range dependenceprincipal componentsinteractive fixed effectsfrequency domain regressionfactor error structure
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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