Unified inference for nonlinear factor models from panels with fixed and large time span
Torben G. Andersen, Nicola Fusari, Viktor Todorov, Rasmus T. Varneskov
| Year of publication: |
2019
|
|---|---|
| Authors: | Andersen, Torben ; Fusari, Nicola ; Todorov, Viktor ; Varneskov, Rasmus Tangsgaard |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 212.2019, 1, p. 4-25
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| Subject: | Asymptotic bias | Incidental parameter problem | Inference | Large data sets | Nonlinear factor model | Options | Panel data | Stable convergence | Stochastic volatility | Panel | Panel study | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Induktive Statistik | Statistical inference | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.04.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012303860