Dimensionality: curse or blessing? An empirical assessment when estimating factors in DFM Conference Contributions uri icon

event

  • 16th Advances in Econometrics: Conference on Dynamic Factor Models
    Aahrus Univesity (Denmark), 14-16 November 2014

event place

  • Aarhus

country

  • DINAMARCA

participation category

  • CONFERENCIA

publication date

  • 2014