Estimation and inference of dynamic structural factor models with over-identifying restrictions
Xu Han
| Year of publication: |
February 2018
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| Authors: | Han, Xu |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 202.2018, 2, p. 125-147
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| Subject: | High-dimensional factor models | Identification and estimation | Structural impulse responses | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Schätzung | Estimation | Induktive Statistik | Statistical inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2017.09.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011974557