Large Dimensional Factor Analysis - Foundations and Trends (R) in Econometrics - Jushan Bai - Bøger - now publishers Inc - 9781601981448 - 5. juni 2008
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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

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

Medie Bøger     Paperback Bog   (Bog med blødt omslag og limet ryg)
Udgivet 5. juni 2008
ISBN13 9781601981448
Forlag now publishers Inc
Antal sider 92
Mål 156 × 234 × 5 mm   ·   140 g
Sprog Engelsk