LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION

By Giovanni Motta, Christian M. Hafner, R. von Sachs. Econometric Theory, 2011

54 citations recorded by the source corpus.

Subfields: Environmental Engineering, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/c4fe10b29454f2852f23fcb259ba8a50c4e87232