Detecting granular time series in large panels

Christian Brownlees, Geert Mesters

Year of publication:	September 2017
Authors:	Brownlees, Christian ; Mesters, Geert
Publisher:	Barcelona : GSE, Graduate School of Economics
Subject:	granularity \| network models \| factor models \| panel data \| industrial production \| CDS spreads \| Panel \| Panel study \| Zeitreihenanalyse \| Time series analysis \| Schätzung \| Estimation \| Theorie \| Theory \| Kreditderivat \| Credit derivative \| Faktorenanalyse \| Factor analysis \| Kreditrisiko \| Credit risk \| Industrieproduktion \| Industrial production

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