Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints

Tommaso Proietti

doi:10.1111/j.1751-5823.2011.00152.x

journal article Nov 21, 2011

Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints

Tommaso Proietti

International Statistical Review / Revue Internationale de Statistique Vol. 79 No. 3 pp. 455-476 · JSTOR

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Published: Nov 21, 2011
Vol/Issue: 79(3)
Pages: 455-476
License: View

Authors

T

Tommaso Proietti

The BioRobotics Institute, Department of Excellence in Robotics and AI, Scuola Superiore Sant’Anna, Pisa, Italy

Cite This Article

Tommaso Proietti (2011). Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints. International Statistical Review / Revue Internationale de Statistique, 79(3), 455-476. https://doi.org/10.1111/j.1751-5823.2011.00152.x

Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints

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