Efficient estimation of nonstationary factor models
type: Item
instance of: scholarly article
title: Efficient estimation of nonstationary factor models
zbMATH Open document ID: 1359.62220
author: Yong-Cai Geng
author: Sumit K. Garg
published in: Journal of Statistical Planning and Inference
publication date: 2017-01-19T00:00:00Z
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6676216
zbMATH Keywords: factor model
zbMATH Keywords: unit root
zbMATH Keywords: generalized principal component estimation
zbMATH Keywords: feasible generalized principal component estimation
MaRDI profile type: Publication
full work available at URL: j.jspi.2016.10.003
OpenAlex ID: W2147328133
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DOI: 10.1016/J.JSPI.2016.10.003
description: scientific article; zbMATH DE number 6676216