A robust procedure to build dynamic factor models with cluster structure
| Autor: | Alonso, Andrés M., Galeano, Pedro, Peña, Daniel |
|---|---|
| Zdroj: | In Journal of Econometrics May 2020 216(1):35-52 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Alonso, Andrés M., Galeano, Pedro, Peña, Daniel |
|---|---|
| Zdroj: | In Journal of Econometrics May 2020 216(1):35-52 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect