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Factor models

In Choi and Jörg Breitung ()

No 1121, Working Papers from Research Institute for Market Economy, Sogang University

New Economics Papers: this item is included in nep-ecm
Date: 2011-12, Revised 2011-12
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ftp://163.239.156.99/wpaper/CI_RIME_2011-21.pdf First version, 2011 (application/pdf)

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Chapter: Factor models (2013) Downloads
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