OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
| Year of publication: |
2009
|
|---|---|
| Authors: | Forni, Mario ; Giannone, Domenico ; Lippi, Marco ; Reichlin, Lucrezia |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 25.2009, 5, p. 1319-1347
|