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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| 語言: | English |
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Institutional Knowledge at Singapore Management University
2023
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| 在線閱讀: | 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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