fig1_d.jpg
Creators:
Alexander Heinemann
From the dataset abstract
This paper studies the efficient estimation of large-dimensional factor models with both time and cross-sectional dependence assuming (N,T) separability of the covariance matrix. The...
Source: Efficient estimation of factor models with time and cross-sectional dependence (replication data)
Metadata
| Field | Value |
|---|---|
| Format | image/jpeg |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/6f55466b-ba0b-4dd4-a533-f10abaafb365/resource/b5002066-e5cb-4e58-8e6e-d9cab29da568/download/fig1_d.jpg |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
