Identification of time-varying factor models
Ying Lun Cheung
| Year of publication: |
2024
|
|---|---|
| Authors: | Cheung, Ying Lun |
| Subject: | Approximate factor models | Local PCA | Rotations | Time-varying coefficients | Faktorenanalyse | Factor analysis | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Schätztheorie | Estimation theory | Zustandsraummodell | State space model | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2151449 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014449828