Simulation Based Estimation of Some Factor Models in Econometrics

Adrian 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)
Pages: 39 pages
Date: 1996
References: Add references at CitEc
Citations: View citations in EconPapers (4)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mlb:wpaper:521

Access Statistics for this paper

More papers in Department of Economics - Working Papers Series from The University of Melbourne Department of Economics, The University of Melbourne, 4th Floor, FBE Building, Level 4, 111 Barry Street. Victoria, 3010, Australia. Contact information at EDIRC.
Bibliographic data for series maintained by Dandapani Lokanathan ().