r-factormodel 1.0
Channel: guix-cran
Licenses: GPL 3
Synopsis: Factor Model Estimation Using Proxy Variables
Description:
This package provides functions to estimate a factor model using discrete and continuous proxy variables. The function dproxyme estimates a factor model of discrete proxy variables using an EM algorithm (Dempster, Laird, Rubin (1977) <doi:10.1111/j.2517-6161.1977.tb01600.x>; Hu (2008) <doi:10.1016/j.jeconom.2007.12.001>; Hu(2017) <doi:10.1016/j.jeconom.2017.06.002> ). The function cproxyme estimates a linear factor model (Cunha, Heckman, and Schennach (2010) <doi:10.3982/ECTA6551>).
Total results: 1