Econometric analysis of large factor models
Year of publication: |
2016
|
---|---|
Authors: | Bai, Jushan ; Wang, Peng |
Published in: |
Annual review of economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1383, ZDB-ID 2525440-6. - Vol. 8.2016, p. 53-80
|
Subject: | Ökonometrie | Econometrics | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory | Theorie | Theory |
-
Kaufmann, Sylvia, (2012)
-
Large dimensional factor analysis
Bai, Jushan, (2008)
-
Kaufmann, Sylvia, (2016)
- More ...
-
Conditional Markov chain and its application in economic time series analysis
Bai, Jushan, (2011)
-
Identification theory for high dimensional static and dynamic factor models
Bai, Jushan, (2014)
-
Identification and estimation of dynamic factor models
Bai, Jushan, (2012)
- More ...