Items where Author is "Mikkelsen, J. G."
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Article
Mikkelsen, J. G., Hillebrand, E. & Urga, G. (2018). Consistent Estimation of Time-Varying Loadings in High-Dimensional Factor Models. Journal of Econometrics, 208(2), pp. 535-562. doi: 10.1016/j.jeconom.2018.09.020