Infinite-dimensional VARs and factor models (Q737936): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 10:19, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Infinite-dimensional VARs and factor models |
scientific article |
Statements
Infinite-dimensional VARs and factor models (English)
0 references
12 August 2016
0 references
large \(N\) and \(T\) panels
0 references
weak and strong cross-section dependence
0 references
VARs
0 references
spatial models
0 references
factor models
0 references