Infinite-dimensional VARs and factor models (Q737936)
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scientific article; zbMATH DE number 6616561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite-dimensional VARs and factor models |
scientific article; zbMATH DE number 6616561 |
Statements
Infinite-dimensional VARs and factor models (English)
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12 August 2016
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large \(N\) and \(T\) panels
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weak and strong cross-section dependence
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VARs
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spatial models
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factor models
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