Inference without smoothing for large panels with cross-sectional and temporal dependence
Javier Hidalgo and Marcia Schafgans
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Hidalgo, Javier ; Schafgans, Marcia M. A. |
| Publisher: |
London : LSE, STICERD |
| Subject: | Large panel data models | Cross-sectional strong-dependence | Central Limit Theorems | Clustering | Discrete Fourier Transformation | Nonparametric bootstrap algorithms | Theorie | Theory | Panel | Panel study | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics |
freely available
| Extent: | 1 Online-Ressource (circa 47 Seiten) |
|---|---|
| Series: | Econometrics papers. - London : [Verlag nicht ermittelbar], ZDB-ID 2185017-3. - Vol. no. EM 597 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011889214