The following pages link to LIMIT THEOREMS FOR FACTOR MODELS (Q5012632):
Displaying 4 items.
- Risk bounds for factor models (Q2364531) (← links)
- Factor models with many assets: strong factors, weak factors, and the two-pass procedure (Q2673198) (← links)
- Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems (Q4664521) (← links)
- Testing many restrictions under heteroskedasticity (Q6175550) (← links)