Large Dimensional Factor Analysis |
|
| Author:
| Bai, Jushan
Ng, Serena |
| Series title: | Foundations and Trends in Econometrics Ser. |
| ISBN: | 978-1-60198-144-8 |
| Publication Date: | Jun 2008 |
| Publisher: | Now Publishers
|
| Book Format: | Paperback |
| List Price: | USD $68.00USD $68.00 |
Book Description:
|
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
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