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Large Dimensional Factor Analysis
Home
Publications
Large Dimensional Factor Analysis
Large Dimensional Factor Analysis
Jushan Bai
Jushan Bai
Serena Ng
Serena Ng
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1 January 2008
journal article
Published by
Now Publishers
in
Foundations and Trends® in Econometrics
Vol. 3
(2)
,
89-163
https://doi.org/10.1561/0800000002
Abstract
Publishers of Foundations and Trends, making research accessible
Keywords
ECONOMETRIC MODELS
UNIT ROOT TEST
FACTOR MODEL
FACTOR ANALYSIS
Cited by 214 articles