Principal components estimation and identification of static factors
| Year of publication: |
2013
|
|---|---|
| Authors: | Bai, Jushan ; Ng, Serena |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 176.2013, 1, p. 18-29
|