Unified inference for nonlinear factor models from panels with fixed and large time span
Autor: | Andersen, Torben G., Fusari, Nicola, Todorov, Viktor, Varneskov, Rasmus T. |
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Zdroj: | In Journal of Econometrics September 2019 212(1):4-25 |
Databáze: | ScienceDirect |
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