A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models
type: Item
instance of: scholarly article
title: A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models
zbMATH Open document ID: 1402.62130
author: Jingjie Xiang
author: Kunpeng Li
author: Guowei Cui
published in: Economics Letters
publication date: 2018-10-08T00:00:00Z
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 6948345
zbMATH Keywords: constrained factor models
zbMATH Keywords: least squares estimation
zbMATH Keywords: asymptotic distribution
zbMATH Keywords: bias-corrected estimator
MaRDI profile type: Publication
full work available at URL: j.econlet.2018.07.029
OpenAlex ID: W2882990392
cites work: Inferential Theory for Factor Models of Large Dimensions
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cites work: Efficient semiparametric estimation of the Fama-French model and extensions
cites work: Quasi maximum likelihood analysis of high dimensional constrained factor models
cites work: Constrained Factor Models
DOI: 10.1016/J.ECONLET.2018.07.029
description: scientific article; zbMATH DE number 6948345