Long Memory Factor Model: On Estimation of Factor Memories
From MaRDI portal
Publication:6620900
DOI10.1080/07350015.2020.1867559zbMath1547.62675MaRDI QIDQ6620900
Publication date: 17 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
This page was built for publication: Long Memory Factor Model: On Estimation of Factor Memories