Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension

By Jushan Bai, Kunpeng Li. Review of Economics and Statistics, 2016

121 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/65aa826cfe7a47c3471fc7ceb6115129d6b03f6f