Estimation and inference for high dimensional factor model with regime switching
| Autor: | Urga, Giovanni, Wang, Fa |
|---|---|
| Zdroj: | In Journal of Econometrics April 2024 241(2) |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Urga, Giovanni, Wang, Fa |
|---|---|
| Zdroj: | In Journal of Econometrics April 2024 241(2) |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect