On the role of the rank condition in CCE estimation of factor-augmented panel regressions
type: Item
instance of: scholarly article
title: On the role of the rank condition in CCE estimation of factor-augmented panel regressions
zbMATH Open document ID: 1443.62474
author: Hande Karabiyik
author: Simon Reese
author: Joakim Westerlund
published in: Journal of Econometrics
publication date: 2017-01-30T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 65F20
zbMATH DE Number: 6678877
zbMATH Keywords: factor-augmented panel regression
zbMATH Keywords: CCE estimation
zbMATH Keywords: Moore-Penrose inverse
MaRDI profile type: Publication
full work available at URL: j.jeconom.2016.10.006
OpenAlex ID: W2549427166
cites work: Weak and strong cross‐section dependence and estimation of large panels
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DOI: 10.1016/J.JECONOM.2016.10.006
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description: scientific article; zbMATH DE number 6678877