The incidental parameters problem in testing for remaining cross-section correlation
Artūras Juodis and Simon Reese
| Year of publication: |
2022
|
|---|---|
| Authors: | Juodis, Artūras ; Reese, Simon |
| Subject: | Cross-section dependence | Factor model | Panel data | Time fixed effects | U-statistic | Panel | Panel study | Schätzung | Estimation | Korrelation | Correlation | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Querschnittsanalyse | Cross-section analysis | Faktorenanalyse | Factor analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2021.1906687 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013539484