Inference in group factor models with an application to mixed-frequency data (Q5239833)
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scientific article; zbMATH DE number 7121216
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| English | Inference in group factor models with an application to mixed-frequency data |
scientific article; zbMATH DE number 7121216 |
Statements
Inference in Group Factor Models With an Application to Mixed‐Frequency Data (English)
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22 October 2019
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large panel
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unobservable pervasive factors
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mixed frequency
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canonical correlations
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output growth
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parameter-free asymptotic Gaussian distribution
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0.7621466517448425
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0.7402375936508179
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0.7316634654998779
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0.7251454591751099
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0.7243217825889587
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