Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
Jakob Guldbaek Mikkelsen, Eric Hillebrand and Giovanni Urga
| Year of publication: |
[2017]
|
|---|---|
| Publisher: |
London : Centre for Econometric Analysis, Cass Business School |
| Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Schätztheorie | Estimation theory |
| Extent: | 1 Online-Ressource (circa 52 Seiten) |
|---|---|
| Series: | CEA_372Cass working paper series. - [London] : [Centre for Economic Analysis, CEA_372Cass], ZDB-ID 2466063-2. - Vol. WP-CEA-2017, 05 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012806611