Three essays on panel and factor models

Three essays on panel and factor models

The dissertation includes three chapters on panel and factor models. In the first chapter, we introduce a two-way linear random coefficient panel data models with fixed effects and the cross-sectional dependence. We follow the idea of the within-group fixed effects estimator to estimate parameters o...

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Bibliographic Details
Main Author: FENG, Ji
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2021
Subjects:
Cross Sectional Dependence
Heterogeneity Bias Test
Large panels
Random Coefficients
Specification Tests
Cryptocurrency price
Explosive behavior
Factor model
Idiosyncratic bubbles
Mildly explosive processes
Local-to-unity Explosive process
Common bubbles
Behavioral Economics
Economics
Online Access:https://ink.library.smu.edu.sg/etd_coll/354
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1352&context=etd_coll
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/etd_coll/354
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1352&context=etd_coll

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