Inference in Group Factor Models With an Application to Mixed‐Frequency Data (Q5239833)
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scientific article; zbMATH DE number 7121216
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference in Group Factor Models With an Application to Mixed‐Frequency Data |
scientific article; zbMATH DE number 7121216 |
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Inference in Group Factor Models With an Application to Mixed‐Frequency Data (English)
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22 October 2019
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large panel
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unobservable pervasive factors
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mixed frequency
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canonical correlations
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output growth
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parameter-free asymptotic Gaussian distribution
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