Locally stationary factor models: Identification and nonparametric estimation

Econometric Theory

Volumn 27, Issue 6, 2011, Pages 1279-1321

  Motta, Giovanni ^a   Hafner, Christian M ^b   Von Sachs, Rainer ^b  

^a MAASTRICHT UNIVERSITY   (Netherlands)

^b UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 79956346969     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466611000053     Document Type: Article

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