A nonlinear panel data model of cross-sectional dependence
type: Item
instance of: scholarly article
title: A nonlinear panel data model of cross-sectional dependence
zbMATH Open document ID: 1298.62153
published in: Journal of Econometrics
publication date: 2014-11-11T00:00:00Z
full work available at URL: a nonlinear panel data model of cross-sectional dependence.pdf
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J02
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6367954
zbMATH Keywords: nonlinear panel data model
zbMATH Keywords: clustering
zbMATH Keywords: cross-section dependence
zbMATH Keywords: factor models
zbMATH Keywords: Monte Carlo simulations
zbMATH Keywords: application to stock returns and inflation
MaRDI profile type: Publication
OpenAlex ID: W2126685229
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DOI: 10.1016/J.JECONOM.2014.01.002
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author: Yongcheol Shin
description: scientific article; zbMATH DE number 6367954