Estimating stable latent factor models by indirect inference (Q1754526): Difference between revisions

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-.1016/j.jeconom.2018.03.014
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+Determining the Number of Factors in Approximate Factor Models
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+Generalized autoregressive conditional heteroscedasticity
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+Constrained Indirect Estimation
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+Estimation of stable distributions by indirect inference
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+.1016/J.JECONOM.2018.03.014
@@ Property / DOI: 10.1016/J.JECONOM.2018.03.014 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1754526