Simulation Based Estimation of Some Factor Models in Econometrics

Adrian Rodney Pagan

No 521, Department of Economics - Working Papers Series from The University of Melbourne

Abstract: A procedure for computing the parameters of latent multifactor models in econometrics is proposed based on indirect estimation methods.

Keywords: ECONOMETRICS; EVALUATION; MATHEMATICS (search for similar items in EconPapers)
JEL-codes: C10 C13 C19 (search for similar items in EconPapers)
Date: 1996
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