Unified inference for nonlinear factor models from panels with fixed and large time span

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Publication:2323363

DOI10.1016/j.jeconom.2019.04.018zbMath1452.62874OpenAlexW2940370615WikidataQ128116679 ScholiaQ128116679MaRDI QIDQ2323363

Viktor Todorov, Rasmus T. Varneskov, Torben G. Andersen, Nicola Fusari

Publication date: 2 September 2019

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

Full work available at URL: http://hdl.handle.net/10398/5c02d2a3-3987-457a-b8cb-17ed04ffb1ab




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