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Efficient estimation of factor models with time and cross‐s..:
Heinemann, Alexander
Journal of Applied Econometrics. 32 (2017) 6 - p. 1107-1122 , 2017
Link:
https://doi.org/10.1002/jae.2571
RT Journal T1 <Title>Efficient estimation of factor models with time and cross‐sectional dependence</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1002_jae.2571&Exemplar=1&LAN=DE A1 Heinemann, Alexander PB Wiley YR 2017 SN 0883-7252 SN 1099-1255 JF Journal of Applied Econometrics VO 32 IS 6 SP 1107 OP 1122 LK http://dx.doi.org/https://doi.org/10.1002/jae.2571 DO https://doi.org/10.1002/jae.2571 SF ELIB - SuUB Bremen
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