Inferential Theory for Factor Models of Large Dimensions

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Publication:5472956


DOI10.1111/1468-0262.00392zbMath1136.62354MaRDI QIDQ5472956

Jushan Bai

Publication date: 19 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1468-0262.00392


62P20: Applications of statistics to economics

62H25: Factor analysis and principal components; correspondence analysis


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