MAXIMUM LIKELIHOOD ESTIMATION OF FACTOR MODELS ON DATASETS WITH ARBITRARY PATTERN OF MISSING DATA
Author:
Affiliation:
1. European Central Bank; Frankfurt am Main; Germany
2. ECARES; Université libre de Bruxelles; Belgium
Publisher
Wiley
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/jae.2306/fullpdf
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