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Large Dimensional Factor Analysis

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05 June 2008
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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 discusses how to determine the number of factors, how to conduct inference when estimated factors are used in regressions, how to assess the adequacy pf observed variables as proxies for latent factors, how to exploit the estimated factors to test unit

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    Product Details
    ISBN-13
    9781601981448
    Author
    Jushan Bai
    Publisher
    Now Publishers
    Published
    05 June 2008
    Format
    Paperback / softback

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    $165.16
    Ships in 3-5 business days

    Delivery estimate

    Hurry up! Current stock:

    Large Dimensional Factor Analysis

    $165.16

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    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 discusses how to determine the number of factors, how to conduct inference when estimated factors are used in regressions, how to assess the adequacy pf observed variables as proxies for latent factors, how to exploit the estimated factors to test unit

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