Ruey S. Tsay
Abstract
This chapter contains sections titled: A Factor Model Macroeconometric Factor Models Fundamental Factor Models Principal Component Analysis Statistical Factor Analysis Asymptotic Principal Component Analysis Exercises References
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This chapter contains sections titled: A Factor Model Macroeconometric Factor Models Fundamental Factor Models Principal Component Analysis Statistical Factor Analysis Asymptotic Principal Component Analysis Exercises References
Key concepts: Principal component analysis, Factor (programming language), Factor analysis, Component (thermodynamics), Computer science, Statistics, Mathematics, Physics