Estimation of Weak Factor Models
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Cited by:
- Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2021.
"Measurement of factor strength: Theory and practice,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 587-613, August.
- Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2020. "Measurement of Factor Strength: Theory and Practice," Monash Econometrics and Business Statistics Working Papers 7/20, Monash University, Department of Econometrics and Business Statistics.
- Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2020. "Measurement of Factor Strenght: Theory and Practice," CESifo Working Paper Series 8146, CESifo.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2019-04-22 (Econometrics)
- NEP-ETS-2019-04-22 (Econometric Time Series)
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