A rank test for the number of factors with high-frequency...

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Journal of Econometrics 2019 / 4

A rank test for the number of factors with high-frequency data

Kong, Xin-Bing, Liu, Zhi, Zhou, Wang
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Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2019.03.004
Date:
April, 2019
File:
PDF, 636 KB
english, 2019
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