Time varying factor models with possibly strongly correlated noises
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Publication:5861570
DOI10.1080/02664763.2020.1753024OpenAlexW3016674945MaRDI QIDQ5861570
Jian Wu, Xiangyong Tan, Mingjing Chen
Publication date: 1 March 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2020.1753024
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Cites Work
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