Detecting granular time series in large panels
Year of publication: |
2021
|
---|---|
Authors: | Brownlees, Christian ; Mesters, Geert |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 220.2021, 2, p. 544-561
|
Subject: | Factor models | Granularity | Industrial production | Network models | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Panel | Panel study | Faktorenanalyse | Factor analysis |
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