IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS

Mathematics

• Joint Distribution 100%
• Variance 33%
• Closed Form 33%
• Main Result 33%
• Necessary and Sufficient Condition 33%
• Form Formula 33%
• Illustrative Example 33%
• Dynamic Models 33%
• Characteristic Function 33%
• Inverse Fourier Transform 33%
• Partial Derivative 33%
• Matrix Representation 33%
• Linear Factor 33%
• Confidence Band 33%
• Unobserved Factor 33%
• Monte Carlo Method 33%

Keyphrases

• Second Order Partial Derivative 33%