Efficient estimation of nonstationary factor models (Q505082)
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scientific article; zbMATH DE number 6676216
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| English | Efficient estimation of nonstationary factor models |
scientific article; zbMATH DE number 6676216 |
Statements
Efficient estimation of nonstationary factor models (English)
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19 January 2017
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factor model
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unit root
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generalized principal component estimation
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feasible generalized principal component estimation
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0.910603165626526
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0.8063463568687439
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0.8059175610542297
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0.8032827973365784
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0.8009487390518188
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