Detecting granular time series in large panels
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Publication:2224994
DOI10.1016/j.jeconom.2020.04.013zbMath1464.62497OpenAlexW2762092064MaRDI QIDQ2224994
Christian Brownlees, Geert Mesters
Publication date: 4 February 2021
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://www.barcelonagse.eu/sites/default/files/working_paper_pdfs/991.pdf
Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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