Empirical Processes: Factor and Idiosyncratic

Paul Worden

Journal of Economics and Econometrics, 2019, vol. 62, issue 1, 48-65

Abstract: Empirical Processes: Factor and Idiosyncratic

Keywords: Factor model; Principal component analysis; Simultaneous confidence band (search for similar items in EconPapers)
JEL-codes: C10 C38 (search for similar items in EconPapers)
Date: 2019
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