The incidental parameters problem in testing for remaining cross-section correlation
Artūras Juodis and Simon Reese
| Year of publication: |
2022
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|---|---|
| Authors: | Juodis, Artūras ; Reese, Simon |
| 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. 40.2022, 3, p. 1191-1203
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| Subject: | Cross-section dependence | Factor model | Panel data | Time fixed effects | U-statistic | Panel | Panel study | Korrelation | Correlation | Schätztheorie | Estimation theory | Querschnittsanalyse | Cross-section analysis | Schätzung | Estimation |
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