Testing against constant factor loading matrix with large panel high-frequency data
type: Item
instance of: scholarly article
title: Testing against constant factor loading matrix with large panel high-frequency data
zbMATH Open document ID: 1452.62312
author: Xin-Bing Kong
author: Cheng Liu
published in: Journal of Econometrics
publication date: 2018-05-25T00:00:00Z
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6873127
zbMATH Keywords: continuous-time factor model
zbMATH Keywords: factor loading matrix
zbMATH Keywords: high-dimensional Itô process
MaRDI profile type: Publication
full work available at URL: j.jeconom.2018.03.001
OpenAlex ID: W2793183553
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Wikidata QID: Q130087268
DOI: 10.1016/J.JECONOM.2018.03.001
description: scientific article; zbMATH DE number 6873127