How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test
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More about this item
Keywords
latent factor models; strong and weak factors; error cross-sectional independence; spatial and network alternatives; size and power;All these keywords.
JEL classification:
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2025-01-20 (Econometrics)
- NEP-ETS-2025-01-20 (Econometric Time Series)
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