@data{jae.2022326.0705140873,
author = {Heinemann, Alexander},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {efficient-estimation-of-factor-models-with-time-and-crosssectional-dependence},
year = {2017},
version = {1},
url = {https://journaldata.zbw.eu/dataset/efficient-estimation-of-factor-models-with-time-and-crosssectional-dependence},
doi = "10.15456/jae.2022326.0705140873" 
}