Factor models with local factors -- determining the number of relevant factors
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Publication:2673197
DOI10.1016/j.jeconom.2021.04.006OpenAlexW3153660828MaRDI QIDQ2673197
Publication date: 9 June 2022
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.04.006
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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