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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
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 4. junija 2008 |
| ISBN13 | 9781601981448 |
| Založniki | now publishers Inc |
| Strani | 92 |
| Dimenzije | 156 × 234 × 5 mm · 140 g |
| Jezik | Angleščina |
