Instrumental variable estimation of factor models with possibly many variables (Q5085967)
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scientific article; zbMATH DE number 7551081
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Instrumental variable estimation of factor models with possibly many variables |
scientific article; zbMATH DE number 7551081 |
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Instrumental variable estimation of factor models with possibly many variables (English)
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30 June 2022
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factor model
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heteroskedasticity
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instrumental variables
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many instruments
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