Large Dimensional Factor Analysis - Foundations and Trends (R) in Econometrics - Jushan Bai - Books - now publishers Inc - 9781601981448 - June 4, 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

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 )