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Investigating finite sample properties of estimators for approximate factor models when is small
Tanaka, Shinya; Kurozumi, Eiji - In: Economics letters 116 (2012) 3, pp. 465-469
Persistent link: https://www.econbiz.de/10010000188
Cover Image
Investigating finite sample properties of estimators for approximate factor models when N is small
Tanaka, Shinya; Kurozumi, Eiji - In: Economics letters 116 (2012) 3, pp. 465-468
Persistent link: https://www.econbiz.de/10009674278