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Dealing with idiosyncratic cross-correlation when constructing confidence regions for PC factors

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Fresoli, Diego, Poncela, Pilar, Ruiz, Esther
Formato:	Preprint
Publicado:	2024
Materias:	Econometrics
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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