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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.
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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.
Autor
P. Gagliardini
,
E. Andreou, E. Ghysels, and M. Rubin
Datum
5. März 2016
Kategorie
Working Papers
Link
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2731334
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