Long memory factor model : on estimation of factor memories
Ying Lun Cheung
| Year of publication: |
2022
|
|---|---|
| Authors: | Cheung, Ying Lun |
| Subject: | Approximate factor model | Fractional integration | Principal components | Faktorenanalyse | Factor analysis | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation |
| Description of contents: | Description [tandfonline.com] |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2020.1867559 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013534489