Testing against constant factor loading matrix with large panel high-frequency data

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Publication:1753061

DOI10.1016/j.jeconom.2018.03.001zbMath1452.62312OpenAlexW2793183553MaRDI QIDQ1753061

Xin-Bing Kong, Cheng Liu

Publication date: 25 May 2018

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.03.001




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