Inference on factor structures in heterogeneous panels
type: Item
instance of: scholarly article
title: Inference on factor structures in heterogeneous panels
zbMATH Open document ID: 1332.62314
author: Carolina Castagnetti
author: Eduardo Rossi
author: Lorenzo Trapani
published in: Journal of Econometrics
publication date: 2014-11-24T00:00:00Z
full work available at URL: CastagnettiRossiTrapani Nov 2013.pdf
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62H25
zbMATH DE Number: 6372131
zbMATH Keywords: large panels
zbMATH Keywords: CCE estimator
zbMATH Keywords: principal component estimator
zbMATH Keywords: testing for factor structure
zbMATH Keywords: extreme value distribution
MaRDI profile type: Publication
OpenAlex ID: W2131982933
cites work: Inferential Theory for Factor Models of Large Dimensions
cites work: Panel Data Models With Interactive Fixed Effects
cites work: Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test
cites work: Determining the Number of Factors in Approximate Factor Models
cites work: Limit Theorems for the Maximum Term in Stationary Sequences
cites work: Q3798031
cites work: Testing for no factor structures: on the use of Hausman-type statistics
cites work: Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
cites work: Weak and strong cross‐section dependence and estimation of large panels
cites work: DECIDING BETWEEN I(0) AND I(1) VIA FLIL-BASED BOUNDS
cites work: On strong invariance principles under dependence assumptions
cites work: Q4343010
cites work: A Dynamic Factor Approach to Mortality Modeling
cites work: Bootstrap confidence intervals and hypothesis tests for extrema of parameters
cites work: REGRESSION, AUTOREGRESSION MODELS
cites work: On spatial processes and asymptotic inference under near-epoch dependence
cites work: Extremal theory for stochastic processes
cites work: Probability Inequalities
cites work: Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
cites work: Large panels with common factors and spatial correlation
cites work: A test of cross section dependence for a linear dynamic panel model with regressors
DOI: 10.1016/J.JECONOM.2014.08.004
description: scientific article; zbMATH DE number 6372131