City Research Online

Items where Author is "Mikkelsen, J. G."

Up a level
Export as [feed] RSS 2.0 [feed] RSS
Group by: Type | No Grouping
Jump to: Article
Number of items: 1.

Article

Mikkelsen, J. G., Hillebrand, E. and Urga, G. (2019). 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

This list was generated on Tue Aug 4 05:34:55 2020 UTC.