INFERENCE IN GROUP FACTOR MODELS WITH AN APPLICATION TO MIXED-FREQUENCY DATA

Econometrica: Jul 2019, Volume 87, Issue 4

Author(s):

E. Andreou

P. Gagliardini

E. Ghysels

M. Rubin

EDHEC Business School

Econometrica: Jul 2019, Volume 87, Issue 4

Type: Academic publication
Date: le 24/07/2019
Research Cluster :
Source : Econometrica

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