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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
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
2014-10-14 09:15:15
date last changed
2017-09-03 03:20:02
@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},
  volume       = {185},
  year         = {2015},
}