Factor dimension determination for panel interactive effects models: an orthogonal projection approach
type: Item
instance of: scholarly article
title: Factor dimension determination for panel interactive effects models: an orthogonal projection approach
zbMATH Open document ID: 1505.62190
author: Cheng Hsiao
author: Yimeng Xie
author: Qiankun Zhou
published in: Computational Statistics
publication date: 2021-06-16T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7360123
zbMATH Keywords: factor dimensions
zbMATH Keywords: projection matrix
zbMATH Keywords: panel interactive model
zbMATH Keywords: information criterion
zbMATH Keywords: recursive iteration
MaRDI profile type: Publication
full work available at URL: s00180-020-01059-y
OpenAlex ID: W3122235712
cites work: Improved penalization for determining the number of factors in approximate factor models
cites work: Panel Data Models With Interactive Fixed Effects
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cites work: Identifying technology spillovers and product market rivalry
cites work: Analysis of Panel Data
cites work: Panel models with interactive effects
cites work: Shrinkage estimation of dynamic panel data models with interactive fixed effects
cites work: Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
cites work: DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
cites work: Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
cites work: Linear models. Least squares and alternatives
cites work: Projection matrices, generalized inverse matrices, and singular value decomposition.
DOI: 10.1007/S00180-020-01059-Y
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description: scientific article; zbMATH DE number 7360123