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Cross-Sectional Averages versus Principal Components

Westerlund, Joakim LU and Urbain, Jean-Pierre (2015) In Journal of Econometrics 185(2). p.372-377
Please use this url to cite or link to this publication:
author
and
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
Journal of Econometrics
volume
185
issue
2
pages
372 - 377
publisher
Elsevier
external identifiers
  • wos:000350778500005
  • scopus:84922639179
ISSN
0304-4076
DOI
10.1016/j.jeconom.2014.09.014
language
English
LU publication?
yes
id
cd5baaf8-de24-4281-825f-5e0dbb48112f (old id 4696594)
date added to LUP
2016-04-01 10:36:29
date last changed
2022-04-20 03:46:31
@article{cd5baaf8-de24-4281-825f-5e0dbb48112f,
  author       = {{Westerlund, Joakim and Urbain, Jean-Pierre}},
  issn         = {{0304-4076}},
  language     = {{eng}},
  number       = {{2}},
  pages        = {{372--377}},
  publisher    = {{Elsevier}},
  series       = {{Journal of Econometrics}},
  title        = {{Cross-Sectional Averages versus Principal Components}},
  url          = {{http://dx.doi.org/10.1016/j.jeconom.2014.09.014}},
  doi          = {{10.1016/j.jeconom.2014.09.014}},
  volume       = {{185}},
  year         = {{2015}},
}