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Estimation of approximate fact...
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1
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
Saved in:
2
Identification and estimation of causal factor models of stationary time series
Heaton, Christopher
;
Solo, Victor
-
2002
Persistent link: https://www.econbiz.de/10001660028
Saved in:
3
Dynamic factor analysis with ARMA factors
Heaton, Christopher
;
Solo, Victor
-
2000
Persistent link: https://www.econbiz.de/10001509585
Saved in:
4
Asymptotic principal components estimation of large factor models
Heaton, Christopher
;
Solo, Victor
-
2003
Persistent link: https://www.econbiz.de/10001775669
Saved in:
5
Errors in variables and cointegration
Solo, Victor
- In:
Econometric theory
11
(
1995
)
1
,
pp. 60-80
Persistent link: https://www.econbiz.de/10001176352
Saved in:
6
Asymptotics for linear processes
Phillips, Peter C. B.
;
Solo, Victor
-
1989
Persistent link: https://www.econbiz.de/10000870510
Saved in:
7
Asymptotics for linear processes
Phillips, Peter C. B.
;
Solo, Victor
-
1992
Persistent link: https://www.econbiz.de/10000872825
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8
The financial returns to investment in overseas and local post-school education
Heaton, Christopher
-
1995
Persistent link: https://www.econbiz.de/10000921080
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9
Public expenditure and private investment : crowding-in and Q-complementarity
Heaton, Christopher
-
1996
Persistent link: https://www.econbiz.de/10000936970
Saved in:
10
Identification of causal factor models of stationary time series
Heaton, Chris
;
Solo, Victor
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 618-627
Persistent link: https://www.econbiz.de/10007442924
Saved in:
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