Determining the number of primitive shocks in factor models
Year of publication: |
2007
|
---|---|
Authors: | Bai, Jushan ; Ng, Serena |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 25.2007, 1, p. 52-60
|
Subject: | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Faktorenanalyse | Factor analysis |
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