The factor analytical approach in near unit root interactive effects panels

Norkutė, Milda and Westerlund, Joakim 2021, The factor analytical approach in near unit root interactive effects panels, Journal of econometrics, vol. 221, no. 2, pp. 569-590, doi: 10.1016/j.jeconom.2020.03.017.

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Title The factor analytical approach in near unit root interactive effects panels
Author(s) Norkutė, Milda
Westerlund, JoakimORCID iD for Westerlund, Joakim orcid.org/0000-0002-8030-5706
Journal name Journal of econometrics
Volume number 221
Issue number 2
Start page 569
End page 590
Total pages 22
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2021-04
ISSN 0304-4076
1872-6895
Keyword(s) Factor analytical method
Interactive effects
Common factors
Local-to-unity asymptotics
Bias
Panel unit root test
Language eng
DOI 10.1016/j.jeconom.2020.03.017
Indigenous content off
Field of Research 0104 Statistics
1402 Applied Economics
1403 Econometrics
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Persistent URL http://hdl.handle.net/10536/DRO/DU:30142053

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Economics
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