Evaluating latent and observed factors in macroeconomics and finance

Jushan Bai () and Serena Ng ()

Journal of Econometrics, 2006, vol. 131, issue 1-2, pages 507-537

Date: 2006
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Working Paper: Evaluating Latent and Observed Factors in Macroeconomics and Financ (2004)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:econom:v:131:y:2006:i:1-2:p:507-537

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Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao, P. M. Robinson and A. Zellner

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