Nonparametric factor analysis of residual time series

Test

Volumn 10, Issue 1, 2001, Pages 161-182

  Rodríguez Poo, Juan M ^a   Linton, Oliver ^b  

^a UNIVERSITY OF CANTABRIA   (Spain)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Factor analysis; Nonparametric kernel regression; Time series

Indexed keywords

EID: 0347141879     PISSN: 11330686     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02595830     Document Type: Article

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