منابع مشابه
Efficient Estimation of Factor Models
This paper considers the factor model Xt = ΛFt + et, (t = 1, ..., T ), where Xt is an N×1 vector of observations, Λ is an N×r matrix of factor loadings, Ft is an r × 1 vector of latent factors and et is an idiosyncratic component of the model. Assuming that et | (F1, ..., FT ) ∼ iid N(0,Ω) where Ω > 0, maximum likelihood estimators of the spaces of factors Ft and factor loadings Λ are introduce...
متن کاملFactor-GMM estimation with large sets of possibly weak instruments
This paper analyses the use of factor analysis for instrumental variable estimation when the number of instruments tends to infinity. We consider cases where the unobserved factors are the optimal instruments but also cases where the factors are not necessarily the optimal instruments but can provide a summary of a large set of instruments. Further, the situation where many weak instruments exi...
متن کاملNonparametric Estimation of Triangular Simultaneous Equations Models under Weak Identification
This paper analyzes the problem of weak instruments on identification, estimation, and inference in a simple nonparametric model of a triangular system. The paper derives a necessary and sufficient rank condition for identification, based on which weak identification is established. Then, nonparametric weak instruments are defined as a sequence of reduced-form functions where the associated ran...
متن کاملfactor influencing the adoption of internet banking
دوره مشترک کارشناسی ارشد بازاریابی و تجارت الکترونیک دانشگاه تربیت مدرس_ دانشگاه تکنولوژی lule? چکیده پایان نامه عوامل موثر بر پذیرش اینترنت بانک توسط مشتریان پیشرفت فناوری اطلاعات و ارتباطات و به طور خاص رشد اینترنت جهت تراکنش های معاملات بازرگانی، تاثیر بسیار عمیقی در صنعت بانکداری داشته است.این در حالی ست که نفوذ بانکداری اینترنتی در کشورهای در حال توسعه بسیار کندتر از نفوذ آن ...
15 صفحه اولEstimation of Runoff using Modified SCS Models
In recent decades, due to the importance of watershed management programs and the need for adequate information and correct estimation of rainfall and runoff, many conceptual models have been proposed. These models have parameters that must be estimated according to observational data. However, finding the optimal values for the parameters of simulation models has always faced uncertainty. One ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2019
ISSN: 1556-5068
DOI: 10.2139/ssrn.3374750