Nearest comoment estimation with unobserved factors
Kris Boudt, Dries Cornilly, Tim Verdonck
| Year of publication: |
2020
|
|---|---|
| Authors: | Boudt, Kris ; Cornilly, Dries ; Verdonck, Tim |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 217.2020, 2, p. 381-397
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.12.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012482778