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Analysis of vector autoregressions in the presence of shifts in mean
Ng, Serena
;
Vogelsang, Timothy J.
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Econometric reviews
21
(
2002
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3
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pp. 353-381
Persistent link: https://www.econbiz.de/10001718766
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Constructing common factors from continuous and categorical data
Ng, Serena
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1141-1171
Persistent link: https://www.econbiz.de/10011483453
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