Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure Conference Contributions uri icon

authors

  • RODRIGUEZ CABALLERO, CARLOS VLADIMIR

event

  • The 25th Annual SNDE Sympoium

event place

  • Paris

country

  • FRANCIA

participation category

  • COMUNICACIÓN

publication date

  • 2017

keywords

  • Cross-section dependence
    Multi-level factor models
    Large panels
    Long memory
    Fractional cointegration
    Common correlated effects.