Efficient Estimation of Approximate Factor Models via Regularized Maximum Likelihood
Year of publication: |
2012
|
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Authors: | Bai, Jushan ; Liao, Yuan |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Faktorenanalyse | Factor analysis |
Extent: | 1 Online-Ressource (57 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 26, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2152416 [DOI] |
Classification: | C31 - Cross-Sectional Models; Spatial Models ; C33 - Models with Panel Data |
Source: | ECONIS - Online Catalogue of the ZBW |
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