弱影响因子的大因子模型主成分估计量的渐近性

Asymptotics of the principal components estimator of large factor models with weakly influential factors

Journal of Econometrics · 2012
被引 316 · 同刊同年前 3%
人大 AABS 4
计量经济学因子模型主成分分析渐近理论