ICAR Research Data Repository for Knowledge Management
Replication data for: Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension
Harvard Dataverse (Africa Rice Center, Bioversity International, CCAFS, CIAT, IFPRI, IRRI and WorldFish)
View Archive Info| Field | Value | |
| Title |
Replication data for: Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension
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| Identifier |
https://doi.org/10.7910/DVN/28810
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| Creator |
Bai, Jushan
Li, Kunpeng |
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| Publisher |
Harvard Dataverse
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| Description |
Bai, Jushan, and Li, Kunpeng, (2016) "Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension." Review of Economics and Statistics 98:2, 298-309.
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| Subject |
Social Sciences
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