Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension
Top Cited Papers
- 1 May 2016
- journal article
- Published by MIT Press in The Review of Economics and Statistics
- Vol. 98 (2), 298-309
- https://doi.org/10.1162/rest_a_00519
Abstract
No abstract availableThis publication has 26 references indexed in Scilit:
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