Confirmatory factor analyses on non-normal panel data : an application to banking
Year of publication: |
2013
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Authors: | Papadopoulos, Savas |
Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146-X. - Vol. 3.2013, 3/4, p. 124-145
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Subject: | latent variable modelling | structural equation modelling | robust standard errors | asymptotic normality | partial likelihood | goodness-of-fit statistics | efficiency | capital adequacy | credit and market risks | time effects | time heteroskedasticity | Schätztheorie | Estimation theory | Panel | Panel study |
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