Estimation of approximate factor models : is it important to have a large number of variables?
Chris Heaton and Victor Solo
| Year of publication: |
2006
|
|---|---|
| Authors: | Heaton, Christopher ; Solo, Victor |
| Publisher: |
Sydney |
| Subject: | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory | Schätzung | Estimation |
| Extent: | 31 S. |
|---|---|
| Series: | Macquarie economics research papers. - Sydney, ISSN 1833-5020, ZDB-ID 2240179-9. - Vol. 2006,5 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Internetausg.: http://www.econ.mq.edu.au/__data/assets/pdf_file/20973/HeatonEstimtnOfApproxFactorModels.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003385686