Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Ekaterina Ipatova"'
Publikováno v:
University of Roehampton-PURE
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3d91f29381d1ef07f875f60d6b6f5f49
https://doi.org/10.2139/ssrn.4179360
https://doi.org/10.2139/ssrn.4179360
Publikováno v:
Vestnik of Northern (Arctic) Federal University. Series "Humanitarian and Social Sciences". :153-157
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3a7f95f121d46f4243ccc345c8a0cdeb
https://doi.org/10.17238/issn2227-6564.2017.3.153
https://doi.org/10.17238/issn2227-6564.2017.3.153
Autor:
Lorenzo Trapani, Ekaterina Ipatova
Publikováno v:
Economics Letters
We complement existing inferential theory for panel factor models by deriving the asymptotics for the first differences of the estimated factors and common components obtained from a non-stationary panel factor model. As an application, we propose an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e72be3348d6966febdf02121e5f131ff
https://openaccess.city.ac.uk/id/eprint/6107/1/IpatovaTrapani.pdf
https://openaccess.city.ac.uk/id/eprint/6107/1/IpatovaTrapani.pdf
