Least squares estimation of large dimensional threshold factor models
| Autor: | Massacci, Daniele |
|---|---|
| Zdroj: | In Journal of Econometrics March 2017 197(1):101-129 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Massacci, Daniele |
|---|---|
| Zdroj: | In Journal of Econometrics March 2017 197(1):101-129 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect