Quasi maximum likelihood analysis of high dimensional constrained factor models
Year of publication: |
2018
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Authors: | Li, Kunpeng ; Li, Qi ; Lu, Lina |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 206.2018, 2, p. 574-612
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Subject: | Constrained factor models | High dimensionality | Inferential theory | Maximum likelihood estimation | Maximum-Likelihood-Schätzung | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory |
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