Simulation Based Estimation of Some Factor Models in Econometrics
AbstractA procedure for computing the parameters of latent multifactor models in econometrics is proposed based on indirect estimation methods.
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Bibliographic InfoPaper provided by The University of Melbourne in its series Department of Economics - Working Papers Series with number 521.
Length: 39 pages
Date of creation: 1996
Date of revision:
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Postal: Department of Economics, The University of Melbourne, 5th Floor, Economics and Commerce Building, Victoria, 3010, Australia
Phone: +61 3 8344 5289
Fax: +61 3 8344 6899
Web page: http://www.economics.unimelb.edu.au
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ECONOMETRICS; EVALUATION; MATHEMATICS;
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