Focused information criterion and model averaging for large panels with a multifactor error structure
Shou-Yung Yin, Chu-An Liu, Chang-Ching Lin
| Year of publication: |
2021
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|---|---|
| Authors: | Yin, Shou-Yung ; Liu, Chu-An ; Lin, Chang-Ching |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 39.2021, 1, p. 54-68
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| Subject: | Common correlated effects | Cross-sectional dependence | Model selection | Plug-in estimators | Panel | Panel study | Schätztheorie | Estimation theory | Modellierung | Scientific modelling | Korrelation | Correlation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2019.1623044 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012424498