Estimation of factor-augmented panel regressions with weakly influential factors

Reese, Simon and Westerlund, Joachim 2018, Estimation of factor-augmented panel regressions with weakly influential factors, Econometric reviews, vol. 37, no. 5, pp. 401-465, doi: 10.1080/07474938.2015.1106758.

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Title Estimation of factor-augmented panel regressions with weakly influential factors
Author(s) Reese, Simon
Westerlund, Joachim
Journal name Econometric reviews
Volume number 37
Issue number 5
Start page 401
End page 465
Total pages 65
Publisher Taylor & Francis
Place of publication New York, N.Y.
Publication date 2018
ISSN 0747-4938
1532-4168
Keyword(s) C12
C13
C33
Non-strong common factors
factor-augmented panel regressions
Common factor models
Social Sciences
Science & Technology
Physical Sciences
Economics
Mathematics, Interdisciplinary Applications
Social Sciences, Mathematical Methods
Statistics & Probability
Business & Economics
Mathematics
Mathematical Methods In Social Sciences
PRINCIPAL COMPONENTS
FACTOR MODELS
DEPENDENCE
INFERENCE
Language eng
DOI 10.1080/07474938.2015.1106758
Field of Research 150202 Financial Econometrics
1403 Econometrics
Socio Economic Objective 919999 Economic Framework not elsewhere classified
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2016, Taylor & Francis
Persistent URL http://hdl.handle.net/10536/DRO/DU:30078212

Document type: Journal Article
Collection: School of Accounting, Economics and Finance
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