Skip to content
Log in
Home
Datasets
Search Datasets
datasets
journals
info
1 dataset found
Newest
Oldest
Relevance
Popular
Name Ascending
Name Descending
Last Modified
Issue Ascending
Issue Descending
Go
Journals:
Journal of Applied Econometrics
Formats:
PDF
PDF
ZIP
db
db
db
Alexander Heinemann
Efficient estimation of factor models with time and cross-sectional dependenc...
This paper studies the efficient estimation of large-dimensional factor models with both time and cross-sectional dependence assuming (N,T) separability of the covariance...
DOI:10.15456/jae.2022326.0705140873
TXT
PDF
JPEG
db
ZIP
