State-varying factor models of large dimensions
Markus Pelger and Ruoxuan Xiong
| Year of publication: |
2022
|
|---|---|
| Authors: | Pelger, Markus ; Xiong, Ruoxuan |
| Subject: | Factor analysis | Kernel-regression | Large N and T | Large-dimensional panel data | Principal components | State-varying | Faktorenanalyse | Panel | Panel study | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2021.1927744 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013539523