Unobserved heterogeneity in panel time series models
From MaRDI portal
Publication:959319
DOI10.1016/j.csda.2004.12.015zbMath1445.62310OpenAlexW2007107983MaRDI QIDQ959319
Jerry Coakley, Ana-María Fuertes, Ron Smith
Publication date: 11 December 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://eprints.bbk.ac.uk/id/eprint/27105/1/27105.pdf
Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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