Identification theory for high dimensional static and dynamic factor models
Jushan Bai; Peng Wang
| Year of publication: |
2014
|
|---|---|
| Authors: | Bai, Jushan ; Wang, Peng |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 2, p. 794-804
|
| Subject: | High dimensional dynamic factor models | Identification | Rank conditions | Faktorenanalyse | Factor analysis | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010257659