A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models (Q1788006)
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scientific article; zbMATH DE number 6948345
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models |
scientific article; zbMATH DE number 6948345 |
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A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models (English)
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8 October 2018
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constrained factor models
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least squares estimation
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asymptotic distribution
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bias-corrected estimator
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