Travail de recherche/Working paper
| Titre: |
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| Auteur: | Hallin, Marc; Moreira J., Marcelo; Onatski, Alexei |
| Statut de publication: | Publié, 2013-01 |
| series: | ECARES Working Papers, ECARES 2013-04 |
| Sujet CREF: | Economie |
| Sujet JEL: | Hypothesis Testing |
| Statistical Decision Theory; Operations Research | |
| Volumes/pages: | 23 p. |
| Mots-clés: | panel data models |
| factor model | |
| incidental parameters | |
| invariance | |
| integrated likelihood | |
| minimax | |
| likelihood ratio test | |
| Langue: | Anglais |
| Identificateurs: | RePEc:eca:wpaper:2013/137736 |
