Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Ekaterina Ipatova"'
Publikováno v:
University of Roehampton-PURE
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3d91f29381d1ef07f875f60d6b6f5f49
https://doi.org/10.2139/ssrn.4179360
https://doi.org/10.2139/ssrn.4179360
Publikováno v:
Vestnik of Northern (Arctic) Federal University. Series "Humanitarian and Social Sciences". :153-157
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3a7f95f121d46f4243ccc345c8a0cdeb
https://doi.org/10.17238/issn2227-6564.2017.3.153
https://doi.org/10.17238/issn2227-6564.2017.3.153
Autor:
Lorenzo Trapani, Ekaterina Ipatova
Publikováno v:
Economics Letters
We complement existing inferential theory for panel factor models by deriving the asymptotics for the first differences of the estimated factors and common components obtained from a non-stationary panel factor model. As an application, we propose an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e72be3348d6966febdf02121e5f131ff
https://openaccess.city.ac.uk/id/eprint/6107/1/IpatovaTrapani.pdf
https://openaccess.city.ac.uk/id/eprint/6107/1/IpatovaTrapani.pdf
Publikováno v:
Financial Analysts Journal. 2022, Vol. 78 Issue 4, pi-ii. 1p.
Publikováno v:
Computer Science - Theory & Applications (9783319341705); 2016, pI-XXI, 21p
Publikováno v:
Experimental Algorithms (9783319388502); 2016, pI-XVI, 16p
This book constitutes the proceedings of the 11th International Computer Science Symposium in Russia, CSR 2016, held in St. Petersburg, Russia, in June 2016. The 28 full papers presented in this volume were carefully reviewed and selected from 71 sub
This book constitutes the refereed proceedings of the 15th International Symposium on Experimental Algorithms, SEA 2016, held in St. Petersburg, Russia, in June 2016. The 25 revised full papers presented were carefully reviewed and selected from 54 s