Asymptotic Principal Components Estimation of Large Factor Models
| Year of publication: |
2003-08-01
|
|---|---|
| Authors: | Solo, Victor ; Heaton, Chris |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | factor analysis | forecasting |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 251 |
| Classification: | C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
| Source: |
Persistent link: https://www.econbiz.de/10005537788