Identification theory for high dimensional static and dynamic factor models

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Publication:2512530

DOI10.1016/j.jeconom.2013.11.001zbMath1293.62131OpenAlexW2109724895MaRDI QIDQ2512530

Jushan Bai, Peng Wang

Publication date: 7 August 2014

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2013.11.001




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