 |
|
|
Item Details
| Title:
|
LARGE DIMENSIONAL FACTOR ANALYSIS
|
| By: |
Jushan Bai, Serena Ng |
| Format: |
Paperback |
| List price:
|
£55.00 |
|
We currently do not stock this item, please contact the publisher directly for
further information.
|
|
|
|
|
|
| ISBN 10: |
1601981449 |
| ISBN 13: |
9781601981448 |
| Publisher: |
NOW PUBLISHERS INC |
| Pub. date: |
1 June, 2008 |
| Series: |
Foundations and Trends in Econometrics |
| Pages: |
84 |
| 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 |
| Synopsis: |
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 |
| Illustrations: |
black & white illustrations |
| Publication: |
US |
| Imprint: |
now publishers Inc |
| Returns: |
Non-returnable |
|
|
|
 |
|
|
|
|
|
No Cheese, Please!
A fun picture book for children with food allergies - full of friendship and super-cute characters!Little Mo the mouse is having a birthday party.
|
My Brother Is a Superhero
Luke is massively annoyed about this, but when Zack is kidnapped by his arch-nemesis, Luke and his friends have only five days to find him and save the world...
|
|
|
|
|