Small- versus big-data factor extraction in dynamic factor models : an empirical assessment
Pilar Poncela and Esther Ruiz
| Year of publication: |
2016
|
|---|---|
| Authors: | Poncela, Pilar ; Ruiz, Esther |
| Published in: |
Dynamic factor models. - Bingley : Emerald, ISBN 978-1-78560-353-2. - 2016, p. 401-434
|
| Subject: | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011448704