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