Nearest comoment estimation with unobserved factors
Year of publication: |
2019
|
---|---|
Authors: | Boudt, Kris ; Cornilly, Dries ; Verdonck, Tim |
Publisher: |
Ghent : Ghent University, Faculty of Economics and Business Administration |
Subject: | Higher-order multivariate moments | latent factor model | minimum distance estimation | risk assessment | structural equation modelling | Schätztheorie | Estimation theory | Schätzung | Estimation | Faktorenanalyse | Factor analysis | Multivariate Analyse | Multivariate analysis |
-
Nearest comoment estimation with unobserved factors
Boudt, Kris, (2020)
-
Aït-Sahalia, Yacine, (2017)
-
Aït-Sahalia, Yacine, (2017)
- More ...
-
Supplementary Appendix to : Nearest Comoment Estimation with Unobserved Factors
Boudt, Kris, (2019)
-
Nearest Comoment Estimation with Unobserved Factors
Boudt, Kris, (2020)
-
Nearest comoment estimation with unobserved factors
Boudt, Kris, (2020)
- More ...