Estimating stable latent factor models by indirect inference

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CALZOLARI, Giorgio, Roxana HALBLEIB, 2018. Estimating stable latent factor models by indirect inference. In: Journal of Econometrics. 205(1), pp. 280-301. ISSN 0304-4076. eISSN 1872-6895. Available under: doi: 10.1016/j.jeconom.2018.03.014

@article{Calzolari2018-07Estim-42883, title={Estimating stable latent factor models by indirect inference}, year={2018}, doi={10.1016/j.jeconom.2018.03.014}, number={1}, volume={205}, issn={0304-4076}, journal={Journal of Econometrics}, pages={280--301}, author={Calzolari, Giorgio and Halbleib, Roxana} }

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