Information, data dimension, and factor structure

Jan Jacobs, Pieter Otter, A.H.J. den Reijer

Research output: Working paper › Academic

Original language	English
Publisher	Australian National University
Volume	15/2011
Publication status	Published - 2011

Name	CAMA Working Paper
Publisher	Centre for Applied Macroeconomic Analysis
Volume	15/2011

Handle.net

@techreport{55fab494f1fe4a00a79c29f0b75183cf,

title = "Information, data dimension, and factor structure",

author = "Jan Jacobs and Pieter Otter and {den Reijer}, A.H.J.",

year = "2011",

language = "English",

volume = "15/2011",

series = "CAMA Working Paper",

publisher = "Australian National University",

type = "WorkingPaper",

institution = "Australian National University",

}