Panel data models with grouped factor structure under unknown group membership
Year of publication: |
January-February 2016
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Authors: | Ando, Tomohiro ; Bai, Jushan |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 31.2016, 1, p. 163-191
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Subject: | Panel | Panel study | Modellierung | Scientific modelling | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | Investmentfonds | Investment Fund | Vergleich | Comparison | USA | United States | China |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Konferenzbeitrag ; Conference paper |
Language: | English |
Research data: | |
Other identifiers: | 10.1002/jae.2467 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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