Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions (Q2673202)
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scientific article; zbMATH DE number 7538796
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| English | Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions |
scientific article; zbMATH DE number 7538796 |
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Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions (English)
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9 June 2022
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factor model
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mixed measurement
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maximum likelihood
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high dimension
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factor-augmented regression
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forecasting
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