Inference for large dimensional factor models under general missing data patterns

DOI10.1016/J.JECONOM.2025.106022MaRDI QIDQ6962718zbMATH OpenFDO

Authors Liangjun Su, Fa Wang

Publication date 8 July 2025

Published in Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

factor modelscausal inferenceEM algorithmmissing dataleast squaresmatrix completionnuclear normmixed frequency

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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