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Estimating the Number of Common Factors in Serially Dependent Approximate Factor Models

Authors
CHIROK HAN
Issue Date
15-7월-2008
Publisher
Singapore Management University
Citation
Conference in Honour of Peter C B Phillips
URI
https://scholar.korea.ac.kr/handle/2021.sw.korea/56416
Conference Name
Conference in Honour of Peter C B Phillips
Place
SI
Conference Date
2008-07-15
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College of Political Science & Economics > Department of Economics > 2. Conference Papers

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정경대학 (경제학과)
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