Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models

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Summary, etc.：: This paper studies the asymptotic efficiency in factor models with serially correlated errors and dynamic panel data models with interactive effects. ...

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Material Type: 文書・図像類
Title: Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models
Author/Editor: Haruo, Iwakura
Ryo, Okui
Author Heading: Haruo, Iwakura
Ryo, Okui
Publication, Distribution, etc.: Institute of Economic Research, Kyoto University
Publication Date: 2014-02
Publication Date (W3CDTF): 2014-02
Periodical title: KIER Discussion Paper
No. or year of volume/issue: 887
Volume: 887
Text Language Code: eng
Subject Heading: asymptotic efficiency
convolution theorem
double asymptotics
dynamic panel data model
factor model
interactive effects
NDC: 330
Target Audience: 一般
Format (IMT): application/pdf
Source: DP887.pdf （fulltext）
http://repository.kulib.kyoto-u.ac.jp/dspace/bitstream/2433/182040/1/DP887.pdf
Access Restrictions: インターネット公開
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 京都大学 : 京都大学学術情報リポジトリ