Confirmatory factor analyses on non-normal panel data : an application to banking
Savas Papadopoulos
| Year of publication: |
2013
|
|---|---|
| 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
|
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010348513