Factor and Factor Loading Augmented Estimators for Panel Regression With Possibly Nonstrong Factors

DOI10.1080/07350015.2021.2011300zbMATH Open1542.62128MaRDI QIDQ6586906

Jad Beyhum, Eric Gautier

Publication date: 13 August 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• Weak and strong cross‐section dependence and estimation of large panels
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• A Multilinear Singular Value Decomposition
• Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
• Double/debiased machine learning for treatment and structural parameters
• Panel Data Models With Interactive Fixed Effects
• Determining the Number of Factors in Approximate Factor Models
• Estimation of factor-augmented panel regressions with weakly influential factors

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