Estimation of factor-augmented panel regressions with weakly influential factors
journal contribution
posted on 2018-01-01, 00:00 authored by S Reese, Joakim WesterlundJoakim WesterlundEstimation of factor-augmented panel regressions with weakly influential factors
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New York, N.Y.Language
EnglishPublication classification
C Journal article, C1 Refereed article in a scholarly journalCopyright notice
2016, Taylor & FrancisJournal
Econometric ReviewsVolume
37Pagination
401-465ISSN
0747-4938eISSN
1532-4168Issue
5Publisher
TAYLOR & FRANCIS INCUsage metrics
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Keywords
Social SciencesScience & TechnologyPhysical SciencesEconomicsMathematics, Interdisciplinary ApplicationsSocial Sciences, Mathematical MethodsStatistics & ProbabilityBusiness & EconomicsMathematicsMathematical Methods In Social SciencesCommon factor modelsfactor-augmented panel regressionsnon-strong common factorsPRINCIPAL COMPONENTSFACTOR MODELSDEPENDENCEINFERENCE150202 Financial Econometrics919999 Economic Framework not elsewhere classifiedCentre for Economics and Financial Econometrics Research3502 Banking, finance and investment3802 Econometrics
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