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

제목
Estimating the Number of Common Factors in Serially Dependent Approximate Factor Models
저자
CHIROK HAN
발행일
2008-07-15
학회명
Conference in Honour of Peter C B Phillips
개최국가
싱가포르
학회 개최일
2008-07-15 ~ 2008-07-16