A methodology that makes use of the factor structure of large
dimensional panels to understand the nature of nonstationarity inherent
in data. This is referred to as PANIC, Panel Analysis of Nonstationarity
in Idiosyncratic and Common Components.
|Author||Steve Bronder <[email protected]>|
|Date of publication||2016-09-24 13:01:08|
|Maintainer||Steve Bronder <[email protected]>|
|Package repository||View on CRAN|
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