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Large Dimensional Factor Analysis - Foundations and Trends (R) in Econometrics
Jushan Bai
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Large Dimensional Factor Analysis - Foundations and Trends (R) in Econometrics
Jushan Bai
Provides a survey of the main theoretical results for large dimensional factor models, emphasizing results that have implications for empirical work. The authors focus on the development of the static factor models and on the use of estimated factors in subsequent estimation and inference.
92 pages
| Media | Bøker Pocketbok (Bok med mykt omslag og limt rygg) |
| Utgitt | 4. juni 2008 |
| ISBN13 | 9781601981448 |
| Utgivere | now publishers Inc |
| Antall sider | 92 |
| Mål | 156 × 234 × 5 mm · 140 g |
| Språk | Engelsk |
Se alt med Jushan Bai ( f.eks. Pocketbok )