Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions
Fa Wang
| Year of publication: |
2022
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|---|---|
| Authors: | Wang, Fa |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 229.2022, 1, p. 180-200
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| Subject: | Factor model | Factor-augmented regression | Forecasting | High dimension | Maximum likelihood | Mixed measurement | Faktorenanalyse | Factor analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Induktive Statistik | Statistical inference | Schätzung | Estimation | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.11.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013441851