A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models (Q1788006): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.econlet.2018.07.029 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2882990392 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:18, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models |
scientific article |
Statements
A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models (English)
0 references
8 October 2018
0 references
constrained factor models
0 references
least squares estimation
0 references
asymptotic distribution
0 references
bias-corrected estimator
0 references
