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Master Thesis

Band spectrum regression with panel data

Abstract : It is shown that the cross-sectional averages of dependent variable and regressors can be used as proxies for unobserved common factors in band spectrum regression. Method is applied to price equations.
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Master Thesis
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https://dumas.ccsd.cnrs.fr/dumas-01095452
Contributor : Centre de Documentation Du Centre d'Économie de la Sorbonne <>
Submitted on : Monday, December 15, 2014 - 4:01:44 PM
Last modification on : Monday, February 22, 2021 - 3:26:02 PM
Long-term archiving on: : Monday, March 16, 2015 - 12:16:23 PM

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  • HAL Id : dumas-01095452, version 1

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Oguzhan Akgun. Band spectrum regression with panel data. Economics and Finance. 2014. ⟨dumas-01095452⟩

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