Maximum Likelihood Estimation and Inference for High Dimensional Nonlinear Factor Models with Application to Factor-Augmented Regressions
2020 ◽
Vol 13
(4)
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pp. 1945-1989
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2016 ◽
Vol 98
(2)
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pp. 298-309
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Keyword(s):
2009 ◽
Vol 62
(1)
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pp. 57-77
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2018 ◽
Keyword(s):
2020 ◽
Vol 13
(4)
◽
pp. 1990-2028
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2012 ◽
Vol 29
(1)
◽
pp. 133-160
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Keyword(s):