Long memory factor model : on estimation of factor memories
Ying Lun Cheung
| Year of publication: |
2022
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|---|---|
| Authors: | Cheung, Ying Lun |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 40.2022, 2, p. 756-769
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| Subject: | Approximate factor model | Fractional integration | Principal components | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Faktorenanalyse | Factor analysis | Schätzung | Estimation | ARMA-Modell | ARMA model |
| 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