fig1_d.jpg
Creators:
Alexander Heinemann
From the dataset abstract
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 matrix. The...
Source: Efficient estimation of factor models with time and cross-sectional dependence (replication data)
Metadata
| Field | Value |
|---|---|
| Format | image/jpeg |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/2e0abbe7-8dee-4f0d-811d-9a116fbabb7c/resource/d0e24049-fc25-453b-805c-a3e26fb0d6da/download/fig1_d.jpg |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
