Identification theory for high dimensional static and dynamic factor models
Year of publication: |
2014
|
---|---|
Authors: | Bai, Jushan ; Wang, Peng |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 178.2014, 2, p. 794-804
|
Publisher: |
Elsevier |
Subject: | High dimensional dynamic factor models | Identification | Rank conditions |
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