The factor analytical approach in trending near unit root panels-Reference-Cited by-同舟云学术

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The factor analytical approach in trending near unit root panels

Published:2021-09-18 Issue: Volume: Page:
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J. Time Ser. Anal.

Author:

Westerlund Joakim¹²,Norkutė Milda³⁴,Stauskas Ovidijus¹^ORCID

Affiliation:

1. School of Economics and Management Lund University Lund Sweden

2. Department of Economics Deakin University Melbourne Australia

3. CEFER, Bank of Lithuania Vilnius Lithuania

4. Faculty of Economics and Business Administration, Vilnius University Vilnius Lithuania

Funder

Knut and Alice Wallenberg Foundation

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jtsa.12624

Reference12 articles.

1. Fixed-Effects Dynamic Panel Models, a Factor Analytical Method

2. Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large

3. Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods

4. Testing for a unit root in panels with dynamic factors

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A pulse check on recent developments in time series econometrics;Journal of Economic Surveys;2022-12-20

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