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Details about Jakob Guldbæk Mikkelsen

Workplace:Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi (Department of Economics and Business), Aarhus Universitet (University of Aarhus), (more information at EDIRC)

Access statistics for papers by Jakob Guldbæk Mikkelsen.

Last updated 2016-10-09. Update your information in the RePEc Author Service.

Short-id: pmi760

Working Papers


  1. Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (2)
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