A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models
Jingjie Xiang, Kunpeng Li, Guowei Cui
| Year of publication: |
2018
|
|---|---|
| Authors: | Xiang, Jingjie ; Li, Kunpeng ; Cui, Guowei |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 171.2018, p. 144-148
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| Subject: | Asymptotic distribution | Bias-corrected estimator | Constrained factor models | Least squares estimation | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis | Kleinste-Quadrate-Methode | Least squares method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2018.07.029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012021791