Asymptotics of the principal components estimator of large factor models with weakly influential factors

Title
Asymptotics of the principal components estimator of large factor models with weakly influential factors
Authors
Keywords
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Journal
JOURNAL OF ECONOMETRICS
Volume 168, Issue 2, Pages 244-258
Publisher
Elsevier BV
Online
2012-02-15
DOI
10.1016/j.jeconom.2012.01.034

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