Simulation-based estimation of some factor models in econometrics

Vance L Martin, Adrian Pagan

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Original language	English
Title of host publication	Simulation-Based Inference in Econometrics.
Editors	Mraiano, R.; Schuermann, T. ; Weeks, M.J.
Place of Publication	Cambridge, UK
Publisher	Cambridge University Press
Pages	235-254
Volume	1
Edition	1st
ISBN (Print)	0521591120
Publication status	Published - 2000

Cite this

@inbook{210b887aa99d4a0b881be1aa05b6cb7a,

title = "Simulation-based estimation of some factor models in econometrics",

author = "Martin, \{Vance L\} and Adrian Pagan",

year = "2000",

language = "English",

isbn = "0521591120",

volume = "1",

pages = "235--254",

editor = "\{Mraiano, R.; Schuermann, T. ; Weeks, M.J.\}",

booktitle = "Simulation-Based Inference in Econometrics.",

publisher = "Cambridge University Press",

address = "United Kingdom",

edition = "1st",

}