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~isPartOf:"DNB working paper"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Ng, Serena"
~subject:"Monte-Carlo-Simulation"
~subject:"Time series analysis"
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DNB working paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Determining the number of primitive shocks in factor models
Bai, Jushan
;
Ng, Serena
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
1
,
pp. 52-60
Persistent link: https://www.econbiz.de/10003410155
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