Simulation-based estimation of some factor models in econometrics

Citation

Martin, V & Pagan, A 2000, 'Simulation-based estimation of some factor models in econometrics', in Mraiano, R.; Schuermann, T. ; Weeks, M.J. (ed.), Simulation-Based Inference in Econometrics., Cambridge University Press, Cambridge, UK, pp. 235-254.

Year

2000

ANU Authors

Field of Research

  • Econometric And Statistical Methods

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