Discovering general and sectorial trends in a large set of time series Working Papers uri icon

authors

  • CARLOMAGNO REAL, GUILLERMO
  • ESPASA TERRADES, ANTONI

publication date

  • 2020

series title

  • Working paper. Statistics and Econometrics

series number

  • 20-07

keywords

  • cointegration; factor models; disaggregation; pairwise tests; heteroskedasticity