https://www.econstor.eu/handle/10419/122058
EconStor: Quasi maximum likelihood estimation of spatial models with heterogeneous coefficients
EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW.
quasi maximum likelihoodeconstorestimation
https://ideas.repec.org/p/hal/journl/hal-00638440.html
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
Is maximum likelihood suitable for factor models in large cross-sections of time series? We answer this question from both an asymptotic and an empirical...
quasi maximum likelihooddynamic factorapproach