Evaluating latent and observed factors in macroeconomics and finance
Year of publication: |
2006
|
---|---|
Authors: | Bai, Jushan ; Ng, Serena |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 131.2006, 1/2, p. 507-537
|
Subject: | Regressionsanalyse | Regression analysis | VAR-Modell | VAR model | CAPM | Simulation |
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