The factor analytical approach in near unit root interactive effects panels

journal contribution

posted on 2021-04-01, 00:00 authored by M Norkutė, Joakim WesterlundJoakim Westerlund

The factor analytical approach in near unit root interactive effects panels

History

Journal

Journal of econometrics

Volume

221

Pagination

569-590

Location

Amsterdam, The Netherlands

ISSN

0304-4076

eISSN

1872-6895

Language

eng

Publication classification

C1 Refereed article in a scholarly journal, C Journal article

Issue

2

Publisher

Elsevier

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Categories

Keywords

Factor analytical method Interactive effects Common factors Local-to-unity asymptotics Bias Panel unit root test Department of Economics 3802 Econometrics

Licence

All Rights Reserved

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