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  • Search: subject:"large n and fixed T asymptotics"
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Year of publication
Subject
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Capital income 2 Estimation 2 Factor analysis 2 Faktorenanalyse 2 Kapitaleinkommen 2 Panel 2 Panel study 2 Schätzung 2 Theorie 2 Theory 2 Equity returns 1 Factor model 1 Gaussian experiment 1 Generalized Method of Moments 1 Hauptkomponentenanalyse 1 Large n and fixed T asymptotics 1 Latent factor analysis 1 Method of moments 1 Momentenmethode 1 Panel data 1 Principal Component Analysis 1 Principal component analysis 1 equity returns 1 fixed effects 1 large n and fixed T asymptotics 1 maximin test 1 panel data 1 sphericity 1
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Online availability
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Free 2
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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Fortin, Alain-Philippe 2 Gagliardini, Patrick 2 Scaillet, Olivier 2
Published in...
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Research paper series / Swiss Finance Institute 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Optimal maximin GMM tests for sphericity in latent factor analysis of short panels
Fortin, Alain-Philippe; Gagliardini, Patrick; Scaillet, … - 2025
Persistent link: https://www.econbiz.de/10015358019
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Cover Image
Eigenvalue tests for the number of latent factors in short panels
Fortin, Alain-Philippe; Gagliardini, Patrick; Scaillet, … - 2025
Persistent link: https://www.econbiz.de/10015339146
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