Sökning: "Factor-Augmented Panel Regression"

Hittade 3 avhandlingar innehållade orden Factor-Augmented Panel Regression.

  1. 1. Estimation and Testing in Panel Data with Cross-Section Dependence

    Författare :Simon Reese; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Factor-augmented panel regression; CCE estimation; cross-section dependence; common factor models; Factor-augmented panel regression; CCE estimation; cross-section dependence; common factor models;

    Sammanfattning : This thesis makes a contribution the econometrics of panel data with cross-section dependence (CSD). It consists of five self-contained papers. LÄS MER

  3. 2. Essays on Panel Data with Multidimensional Unobserved Heterogeneity

    Författare :Yana Petrova; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Econometrics; Factor-Augmented Panel Regression; Interactive Effects; Unknown Factors; CCE Estimation; Principal Components;

    Sammanfattning : This thesis contributes to econometric methodology in terms of estimation and inference in static panel data models with unobserved multidimensional heterogeneity. When not properly accounted for, unobserved heterogeneity may introduce bias into the parameter estimates associated with covariates of interest, such as treatment indicators or determinants of macroeconomic indicators. LÄS MER

  4. 3. Mostly Panel Econometrics : Essays on Asymptotic Analysis and Enhanced Inference

    Författare :Ovidijus Stauskas; Joakim Westerlund; Ignace De Vos; Milda Norkute; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Econometrics; Panel Data; Factor Models; Bootstrap; Forecasting; Non-Stationary Data; Common Correlated Effects; CCE;

    Sammanfattning : This thesis consists of five chapters which focus on panel data theory. Four of them analyze explicit panel data models and one chapter deals with time series forecasting model, where external panel data help us estimate unobserved explanatory variables. LÄS MER