A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models

DOI10.1016/j.econlet.2018.07.029zbMath1402.62130MaRDI QIDQ1788006

Kunpeng Li, Guowei Cui, Jingjie Xiang

Publication date: 8 October 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.07.029

zbMATH Keywords

asymptotic distribution; least squares estimation; bias-corrected estimator; constrained factor models

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62E20: Asymptotic distribution theory in statistics