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A residual-based threshold method for detection of units that are too big to fail in large factor models

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Bibliographic Details
Authors and Corporations: Kapetanios, George (Author), Pesaran, M. Hashem (Author), Reese, Simon (Author)
Other Authors: Pesaran, M. Hashem 1946- [Author] • Reese, Simon [Author]
Type of Resource: E-Book
Language: English
published:
Series: CESifo GmbH: CESifo working papers ; no. 7401 (December 2018)
Subjects:
Source: Verbunddaten SWB
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