A conditional approach to panel data models with common shocks
Year of publication: |
2016
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Authors: | Forchini, Giovanni ; Peng, Bin |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 4.2016, 1, p. 1-12
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Subject: | factor structure | common shocks | conditional independence | conditional central limit theorem factor structure | conditional central limit theorem | Theorie | Theory | Schock | Shock | Zeitreihenanalyse | Time series analysis | Panel | Panel study |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics4010004 [DOI] hdl:10419/171857 [Handle] |
Classification: | C23 - Models with Panel Data |
Source: | ECONIS - Online Catalogue of the ZBW |
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