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Large Dimensional Factor Analysis - Foundations and Trends (R) in Econometrics
Jushan Bai
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Íkr 11.273,75
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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
| Medie | Bøger Paperback Bog (Bog med blødt omslag og limet ryg) |
| Udgivet | 4. juni 2008 |
| ISBN13 | 9781601981448 |
| Forlag | now publishers Inc |
| Antal sider | 92 |
| Mål | 156 × 234 × 5 mm · 140 g |
| Sprog | Engelsk |
Se alt med Jushan Bai ( f.eks. Paperback Bog )