Large Dimensional Factor Analysis PDF book is popular Business & Economics book written by Jushan Bai. The book was released by Now Publishers Inc on 2008 with total hardcover pages 90. Fast download link is given in this page, you could read Large Dimensional Factor Analysis by Jushan Bai in PDF, epub and kindle directly from your devices.
Large Dimensional Factor Analysis provides a survey of the main theoretical results for large dimensional factor models, emphasizing results that have implicati
This book aims to fill the gap between panel data econometrics textbooks, and the latest development on 'big data', especially large-dimensional panel data econ
This paper develops a statistical theory to estimate an unknown factor structure based on financial high-frequency data. We derive an estimator for the number o
High-dimensional data appear in many fields, and their analysis has become increasingly important in modern statistics. However, it has long been observed that
Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be ente
