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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 | Books Paperback Book (Book with soft cover and glued back) |
| Released | June 4, 2008 |
| ISBN13 | 9781601981448 |
| Publishers | now publishers Inc |
| Pages | 92 |
| Dimensions | 156 × 234 × 5 mm · 140 g |
| Language | English |
See all of Jushan Bai ( e.g. Paperback Book )