Datasets Activity Stream About 1 dataset found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Publication Year: 2017 Volumes: 32 Formats: JPEG 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
