N°16-11: Inference in Group Factor Models with an Application to Mixed Frequency Data, E. Andreou, P. Gagliardini, E. Ghysels, and M. Rubin, 2016.

AutorP. Gagliardini, E. Andreou, E. Ghysels, and M. Rubin
Datum5. März 2016
KategorieWorking Papers