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Asymptotic analysis of the squared estimation error in misspecified factor models - MaRDI portal

Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175)

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scientific article; zbMATH DE number 6477034
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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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