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Title: Threshold factor models for high-dimensional time series
Award ID(s):
1741390 1737857 1513409
PAR ID:
10166314
Author(s) / Creator(s):
;
Date Published:
Journal Name:
Journal of Econometrics
Volume:
216
Issue:
1
ISSN:
0304-4076
Page Range / eLocation ID:
53 to 70
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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