On the Issue of How Many Variables to Use When Estimating Common Factors Using the Kalman Filter Conference Contributions

Overview

authors

RUIZ ORTEGA, ESTHER
PONCELA BLANCO, MARIA PILAR

event

5th CSDA International Conference on Computational and Financial Econometrics (CFE'11)

event place

LONDRES

country

REINO UNIDO

participation category

PONENCIA INVITADA

web site

http://www.cfe-csda.org/cfe11/

publication date

2011