Principal components estimation and identification of static factors
Jushan Bai; Serena Ng
| Year of publication: |
2013
|
|---|---|
| Authors: | Bai, Jushan ; Ng, Serena |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 176.2013, 1, p. 18-29
|
| Subject: | Hauptkomponentenanalyse | Principal component analysis | Faktorenanalyse | Factor analysis | VAR-Modell | VAR model | Theorie | Theory |
| 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://www.econbiz.de/10009764410