Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review

21 March 2023

Papers citing "Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review"

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Title
A Large Confirmatory Dynamic Factor Model for Stock Market Returns in Different Time Zones O. Linton Haihan Tang Jianbin Wu AIFin 14 0 0 08 Feb 2022
GLAMLE: inference for multiview network data in the presence of latent variables, with application to commodities trading Chaonan Jiang Davide La Vecchia Riccardo Rastelli 18 0 0 13 Jul 2021