Munich Personal RePEc Archive

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Group by: Date | Item ID
Number of items: 2.

1 March 2016

Baltagi, Badi H. and Kao, Chihwa and Wang, Fa (2016): Estimating and testing high dimensional factor models with multiple structural changes.

18 May 2017

Wang, Fa (2017): Maximum likelihood estimation and inference for high dimensional nonlinear factor models with application to factor-augmented regressions.

This list was generated on Thu Sep 24 08:19:50 2020 CEST.
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