A multilevel factor model: Identification, asymptotic theory and applications

By In Choi, Dukpa Kim, Yun-jung Kim, Noh-Sun Kwark. 2018

54 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/37be5a0742b968bb1279fc9e73740601e9a2db40