Su, L., & Wang, X. (2017). On time-varying factor models: Estimation and testing. Journal of econometrics, 198(1), 84-101. https://doi.org/10.1016/j.jeconom.2016.12.004
Chicago Style (17th ed.) CitationSu, Liangjun, and Xia Wang. "On Time-varying Factor Models: Estimation and Testing." Journal of Econometrics 198, no. 1 (2017): 84-101. https://doi.org/10.1016/j.jeconom.2016.12.004.
MLA (9th ed.) CitationSu, Liangjun, and Xia Wang. "On Time-varying Factor Models: Estimation and Testing." Journal of Econometrics, vol. 198, no. 1, 2017, pp. 84-101, https://doi.org/10.1016/j.jeconom.2016.12.004.
Warning: These citations may not always be 100% accurate.