MAXIMUM LIKELIHOOD ESTIMATION OF FACTOR MODELS ON DATASETS WITH ARBITRARY PATTERN OF MISSING DATA

DOI10.1002/JAE.2306MaRDI QIDQ58372FDOQ58372

Michele Modugno, Marta Bańbura

Publication date: 12 November 2012

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

Cited In (2)

• dfms
• sparseDFM

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