High frequency factor analysis with partially observable factors (Q6930859)
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scientific article; zbMATH DE number 8092408
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | High frequency factor analysis with partially observable factors |
scientific article; zbMATH DE number 8092408 |
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High frequency factor analysis with partially observable factors (English)
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12 September 2025
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endogeneity
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exogeneity
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factor analysis
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high frequency data
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instrumental variable
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latent factor
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observable factor
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partially observable factor model
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