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Large Dimensional Factor Analysis

Bag om Large Dimensional Factor Analysis

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781601981448
  • Indbinding:
  • Paperback
  • Sideantal:
  • 92
  • Udgivet:
  • 4. juni 2008
  • Størrelse:
  • 156x234x5 mm.
  • Vægt:
  • 143 g.
  • BLACK NOVEMBER
Leveringstid: 8-11 hverdage
Forventet levering: 7. december 2024

Beskrivelse af Large Dimensional Factor Analysis

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.

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