Work

Statistical Inferences Using Large Estimated Covariances for Panel Data and Factor Models

Year: 2013

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2353396

Authors: Jushan Bai, Yuan Liao

Institutions: New York University, Rutgers, The State University of New Jersey

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W3123985267

Cites: 51

Cited by: 15

Related to: 10