Conditionaly Heteroskedastic Factor Models: Identificationand Instrumental variables Estmation

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Bibliographic details
Main Author: Renault, Eric Michel
Doz, Catherine
Format: Paper
Language: English
Place of publication: 2004
Related: THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
Data of publication: 2004
Series: THEMA Working Papers
Online Access: available in Bonn?
Database: RePEc IDEAS
RePEc
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