Estimation of factor models by realization-based and approximation methods

W Scherrer, Christiaan Heij

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Number of pages9
EditionEconometric Institute 9831
Publication statusPublished - 1998

Publication series

SeriesEconometric Institute
Volume9831

Research programs

  • EUR ESE 11

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