Focused information criterion and model averaging for large panels with a multifactor error structure
Year of publication: |
2021
|
---|---|
Authors: | Yin, Shou-Yung ; Liu, Chu-An ; Lin, Chang-Ching |
Subject: | Common correlated effects | Cross-sectional dependence | Model selection | Plug-in estimators | Panel | Panel study | Schätztheorie | Estimation theory | Korrelation | Correlation | Modellierung | Scientific modelling | Bayes-Statistik | Bayesian inference |
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