Nonparametric factor analysis for residual time series
Linton, Oliver; and Rodríguez-Poo, Juan M.
(2001)
Nonparametric factor analysis for residual time series.
Test, 10 (1).
pp. 161-182.
ISSN 1133-0686
| Item Type | Article |
|---|---|
| Departments |
Financial Markets Group Economics STICERD |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1516 |