GMM Estimation of the Number of Latent Factors
Year of publication: |
2007-09-09
|
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Authors: | Perez, Marcos ; Ahn, Seung Chan |
Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | Perez, Marcos and Ahn, Seung Chan (2007): GMM Estimation of the Number of Latent Factors. |
Classification: | C10 - Econometric and Statistical Methods: General. General ; G12 - Asset Pricing ; C13 - Estimation ; C33 - Models with Panel Data |
Source: | BASE |
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