Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions (Q2673202)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions |
scientific article |
Statements
Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions (English)
0 references
9 June 2022
0 references
factor model
0 references
mixed measurement
0 references
maximum likelihood
0 references
high dimension
0 references
factor-augmented regression
0 references
forecasting
0 references
0 references
