Replication data for: Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension
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下载链接：
https://doi.org/10.7910/DVN/28810
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资源简介：
Bai, Jushan, and Li, Kunpeng, (2016) "Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension." Review of Economics and Statistics 98:2, 298-309.
创建时间：
2016-05-17
