The Likelihood Function of a Conditionally Heteroskdastic Factor Model with Heywood Cases

Enrique Sentana

Working Papers from Centro de Estudios Monetarios Y Financieros-

Keywords: LIKELIHOOD FUNCTIONS; EVALUATION (search for similar items in EconPapers)
Pages: 17 pages
Date: 1994
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Citations: View citations in EconPapers (9)

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Working Paper: The Likelihood Function of a Conditionally Heteroskedastic Factor Model with Heywood Cases (1994)
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