Unified inference for nonlinear factor models from panels with fixed and large time span
We provide unifying inference theory for parametric nonlinear factor models based on a panel of noisy observations. The panel has a large cross-section and a time span that may be either small or large. Moreover, we incorporate an additional source of information, provided by noisy observations on s...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier Ltd
2019
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |