MAXIMUM LIKELIHOOD ESTIMATION OF FACTOR MODELS ON DATASETS WITH ARBITRARY PATTERN OF MISSING DATA
Bańbura, Marta, Modugno, MicheleVolume:
29
Language:
english
Journal:
Journal of Applied Econometrics
DOI:
10.1002/jae.2306
Date:
January, 2014
File:
PDF, 222 KB
english, 2014