LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION
| Year of publication: |
2011
|
|---|---|
| Authors: | Motta, Giovanni ; Hafner, Christian M. ; von Sachs, Rainer |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 27.2011, 6 (14.4.), p. 1279-1320
|