![](/img/cover-not-exists.png)
LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION
Motta, Giovanni, Hafner, Christian M., von Sachs, RainerVolume:
27
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466611000053
Date:
December, 2011
File:
PDF, 445 KB
english, 2011