Unobserved Heterogeneity in Panel Time Series Models
Year of publication: |
2004
|
---|---|
Authors: | Fuertes, Ana-Maria ; Coakley, Jerry ; Smith, Ron |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Panel | Panel study | Schock | Shock | Theorie | Theory |
Extent: | 1 Online-Ressource (25 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2004 erstellt |
Other identifiers: | 10.2139/ssrn.612783 [DOI] |
Classification: | C32 - Time-Series Models ; F31 - Foreign Exchange |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Forecasting with Approximate Dynamic Factor Models : The Role of Non-Pervasive Shocks
Luciani, Matteo, (2011)
-
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris, (2023)
-
Kerssenfischer, Mark, (2021)
- More ...
-
Unobserved Heterogeneity in Panel Time Series Models
Coakley, Jerry, (2004)
-
Small Sample Properties of Panel Time-series Estimators with I(1) Errors
Smith, Ron, (2001)
-
A Principal Components Approach to Cross-Section Dependence in Panels
Coakley, Jerry, (2002)
- More ...