Estimating stable latent factor models by indirect inference
Giorgio Calzolari, Roxana Halbleib
| Year of publication: |
2018
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|---|---|
| Authors: | Calzolari, Giorgio ; Halbleib, Roxana |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 205.2018, 1, p. 280-301
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| Subject: | Discrete spectral measures | GARCH models | Indirect inference | Latent factor models | Multivariate Student’s distribution | Symmetric multivariate -stable distribution | ARCH-Modell | ARCH model | Induktive Statistik | Statistical inference | Multivariate Analyse | Multivariate analysis | Schätzung | Estimation | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.03.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012110265