Nonparametric factor analysis of residual time series

Juan Rodríguez-Poo () and Oliver Linton

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2001, vol. 10, issue 1, 182 pages

Keywords: factor analysis; nonparametric kernel regression; time series; 62G08; 62G10; 62P20 (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (14)

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DOI: 10.1007/BF02595830

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