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~institution:"Department of Economics, Faculty of Business and Economics"
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Department of Economics, Faculty of Business and Economics
Research School of Pacific and Asian Studies, College of Asia and the Pacific
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University of Rochester - Center for Economic Research (RCER)
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Simulation Based Estimation of Some Factor Models in Econometrics.
Pagan, A.R.
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Department of Economics, Faculty of Business and Economics
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1996
A procedure for computing the parameters of latent multifactor models in econometrics is proposed based on indirect estimation methods.
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