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A factor analytical approach to price discovery
Westerlund, Joakim
;
Reese, Simon
;
Narayan, Paresh Kumar
- In:
Oxford bulletin of economics and statistics
79
(
2017
)
3
,
pp. 366-394
Persistent link: https://www.econbiz.de/10011771993
Saved in:
2
A simple panel unit-root test with smooth breaks in the presence of a multifactor error structure
Lee, Chingnun
;
Wu, Jyh-lin
;
Yang, Lixiong
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
3
,
pp. 365-393
Persistent link: https://www.econbiz.de/10011494823
Saved in:
3
Dynamic factor models with jagged edge panel data : taking on board the dynamics of the idiosyncratic components
Pinheiro, Maximiano
;
Rua, António
;
Dias, Francisco C.
- In:
Oxford bulletin of economics and statistics
75
(
2013
)
1
,
pp. 80-102
Persistent link: https://www.econbiz.de/10009733521
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