Simulation Based Estimation of Some Factor Models in Econometrics.

A procedure for computing the parameters of latent multifactor models in econometrics is proposed based on indirect estimation methods.

Year of publication:	1996
Authors:	Pagan, A.R.
Institutions:	Department of Economics, Faculty of Business and Economics
Subject:	ECONOMETRICS \| EVALUATION \| MATHEMATICS

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Series:	Department of Economics - Working Papers Series.
Type of publication:	Book / Working Paper
Notes:	Number 521 39 pages
Classification:	C10 - Econometric and Statistical Methods: General. General ; C13 - Estimation ; C19 - Econometric and Statistical Methods: General. Other
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005574861