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Identification of causal factor models of stationary time series
Heaton, Christopher; Solo, Victor - In: The econometrics journal 7 (2004) 2, pp. 618-627
Persistent link: https://www.econbiz.de/10002463697
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Identification and estimation of causal factor models of stationary time series
Heaton, Christopher; Solo, Victor - 2002
Persistent link: https://www.econbiz.de/10001660028
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Dynamic factor analysis with ARMA factors
Heaton, Christopher; Solo, Victor - 2000
Persistent link: https://www.econbiz.de/10001509585
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Asymptotic principal components estimation of large factor models
Heaton, Christopher; Solo, Victor - 2003
Persistent link: https://www.econbiz.de/10001775669
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What does the high-dimensional factor analysis tell us about risk factors in the Australian stock market?
Bowers, Colin T.; Heaton, Christopher - In: Applied economics 45 (2013) 10/12, pp. 1395-1404
Persistent link: https://www.econbiz.de/10009718379