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Recent Developments on Factor Models and its Applications in Econometric
  Learning

Recent Developments on Factor Models and its Applications in Econometric Learning

21 September 2020
Jianqing Fan
Kunpeng Li
Yuan Liao
ArXivPDFHTML

Papers citing "Recent Developments on Factor Models and its Applications in Econometric Learning"

1 / 1 papers shown
Title
Factor modeling for high-dimensional time series: Inference for the
  number of factors
Factor modeling for high-dimensional time series: Inference for the number of factors
Clifford Lam
Q. Yao
49
479
0
04 Jun 2012
1