Small- versus big-data factor extraction in dynamic factor models : an empirical assessment

Small- versus big-data factor extraction in dynamic factor models an empirical assessment

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Veröffentlicht in:Dynamic factor models
1. Verfasser: Poncela, Pilar (VerfasserIn)
Weitere Verfasser: Ruiz, Esther (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2016
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