Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175): Difference between revisions
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scientific article
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English | Asymptotic analysis of the squared estimation error in misspecified factor models |
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Asymptotic analysis of the squared estimation error in misspecified factor models (English)
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31 August 2015
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misspecification
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factor model
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number of factors
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loss efficiency
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