Funder
National Research Foundation of Korea
Korea government
Canada First Research Excellence Fund
Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability
Reference31 articles.
1. Amengual, D., Watson, M.W.: Consistent estimation of the number of dynamic factors in a large N and T panel. J. Business Econ. Stat. 25(1), 91–96 (2007)
2. Bai, J., Li, K.: Maximum likelihood estimation and inference for approximate factor models of high dimension. Rev. Econ. Stat. 98(2), 298–309 (2016)
3. Bai, J., Ng, S.: Determining the number of factors in approximate factor models. Econometrica 70(1), 191–221 (2002)
4. Bai, J., Ng, S.: Determining the number of primitive shocks in factor models. J. Business Econ. Stat. 25(1), 52–60 (2007)
5. Bennedsen, M., Hillebrand, E., Koopman, S.J.: Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors. Tech. rep., Department of Economics and Business Economics Aarhus University (2019)
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献