Media type: E-Book Title: Maximum likelihood estimation and inference for high dimensional nonlinear factor models Contributor: Wang, Fa [VerfasserIn] imprint: London: Centre for Econometric Analysis, Cass Business School, [2017] Published in: CEA_372Cass working paper series ; 2017,9 Extent: 1 Online-Ressource (circa 30 Seiten); Illustrationen Language: English Keywords: Factor model ; Discrete data ; Maximum likelihood ; High dimension ; Factor-augmented regression ; Forecasting ; Graue Literatur Origination: Footnote: Access State: Open Access