Informational content of factor structures in simultaneous discrete response models
We study the informational content of factor structures in discrete triangular systems. Factor structures have been employed in a variety of settings in cross sectional and panel data models, and in this paper we attempt to formally quantify their informational content in a bivariate system often em...
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Main Authors: | KHAN, Shakeeb, MAUREL, Arnaud, ZHANG, Yichong |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2023
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Subjects: | |
Online Access: | https://ink.library.smu.edu.sg/soe_research/2057 https://ink.library.smu.edu.sg/context/soe_research/article/3056/viewcontent/ShakeebKhan_paper.pdf |
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Institution: | Singapore Management University |
Language: | English |
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