Recursive estimation in large panel data models : theory and practice
Bin Jiang, Yanrong Yang, Jiti Gao, Cheng Hsiao
| Year of publication: |
2021
|
|---|---|
| Authors: | Jiang, Bin ; Yang, Yanrong ; Gao, Jiti ; Hsiao, Cheng |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 224.2021, 2, p. 439-465
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| Subject: | Factor model | Initial estimation | Multiplicative structure | Nonlinear optimization | Panel | Panel study | Schätztheorie | Estimation theory | Schätzung | Estimation | Faktorenanalyse | Factor analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.07.055 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013275396