PAPERS
|
GMM Estimation of the Number of Latent Factors
2009
working paper
|
Exploring the Common Factors in the Term Structure of Credit Spreads 2009 working paper
|
Linear
Estimation of the Number of Factors 2009 working paper
|
Two-Pass Cross
Sectional Regression of Factor Pricing Models 2009 working paper
Effects of
Beta Distribution and Persistent Factors on the Two-Pass Cross Sectional
Regression 2009 working paper
GUIDES AND GAUSS CODES
Practitioners guide for the GMM Estimation
of the Number of Latent Factors Gauss Code for GMM
Estimation of the Number of Latent Factors |