Factor Models With Sparse Vector Autoregressive Idiosyncratic Components

Fuente: Wiley Open Access

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Bibliographic Details
Main Authors:	Jonas Krampe, Luca Margaritella
Format:	Artículo Open Access
Published:	Wiley 2025
Subjects:	Oxford Bulletin of Economics and Statistics
Online Access:	Acceder al recurso
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Description
DOI:	10.1111/obes.12664

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