Large Dimensional Factor Analysis

Name: Large Dimensional Factor Analysis
Price: 62.82 USD
Availability: InStock
ISBN: 9781601981448

ISBN-10: 1601981449

ISBN-13: 9781601981448

Edition: 2008

Authors: Jushan Bai, Serena Ng

List price: $68.00

This item qualifies for FREE shipping.

30 day, 100% satisfaction guarantee!

Buy new: $66.54

Marketplace

2 new & used from $62.82

what's this?

Rush Rewards U
Members Receive:

You have reached 400 XP and carrot coins. That is the daily max!

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 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

Book details

List price: $68.00
Copyright year: 2008
Publisher: Now Publishers
Publication date: 6/1/2008
Binding: Paperback
Pages: 84
Size: 6.00" wide x 9.00" long x 0.25" tall
Weight: 0.286
Language: English