Locally stationary factor models: identification and nonparametric estimation (Q3108568)
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scientific article; zbMATH DE number 5994523
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| English | Locally stationary factor models: identification and nonparametric estimation |
scientific article; zbMATH DE number 5994523 |
Statements
LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION (English)
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4 January 2012
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0.8534936308860779
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0.8265823721885681
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0.8184826970100403
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0.7975419759750366
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0.7954767942428589
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