Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175)
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scientific article; zbMATH DE number 6477034
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic analysis of the squared estimation error in misspecified factor models |
scientific article; zbMATH DE number 6477034 |
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Asymptotic analysis of the squared estimation error in misspecified factor models (English)
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31 August 2015
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misspecification
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factor model
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number of factors
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loss efficiency
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0.86660093
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0.86189735
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0.85734236
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0.8557182
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0.85237134
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