APA
Cheng X., National Bureau of Economic Research, Liao Z. & Schorfheide F. (2014). Shrinkage estimation of high-dimensional factor models with structural instabilities. Cambridge: NBER.
Chicago
Cheng Xu, National Bureau of Economic Research, Liao Zhipeng and Schorfheide Frank. 2014. Shrinkage estimation of high-dimensional factor models with structural instabilities. Cambridge: NBER.
Harvard
Cheng X., National Bureau of Economic Research, Liao Z. and Schorfheide F. (2014). Shrinkage estimation of high-dimensional factor models with structural instabilities. Cambridge: NBER.
MLA
Cheng Xu, National Bureau of Economic Research, Liao Zhipeng and Schorfheide Frank. Shrinkage estimation of high-dimensional factor models with structural instabilities. Cambridge: NBER. 2014.
TextSeries: NBER Working Paper ; 19792Publication details: Cambridge NBER 2014Description: 52pSubject(s): Online resources:
Working Papers (Electronic)
