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"Parameter cascading for panel models with unknown number of unobserved ..."

Oualid Bada, Alois Kneip (2014)

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DOI: 10.1016/J.CSDA.2013.11.007

access: closed

type: Journal Article

metadata version: 2020-02-18

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Oualid Bada, Alois Kneip:
Parameter cascading for panel models with unknown number of unobserved factors: An application to the credit spread puzzle. Comput. Stat. Data Anal. 76: 95-115 (2014)

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