Unified inference for nonlinear factor models from panels...

Unified inference for nonlinear factor models from panels with fixed and large time span

Andersen, Torben G., Fusari, Nicola, Todorov, Viktor, Varneskov, Rasmus T.
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Volume:
212
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2019.04.018
Date:
September, 2019
File:
PDF, 1.24 MB
english, 2019
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