Evolutionary factor analysis

Linear factor models have attracted considerable interest over recent years especially in the econometrics literature. The intuitively appealing idea to explain a panel of economic variables by a few common factors is one of the reasons for their popularity. From a statistical viewpoint, the need to...

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Bibliographic Details
Main Author: Motta, Giovanni
Format: Others
Language:en
Published: Universite catholique de Louvain 2009
Subjects:
Online Access:http://edoc.bib.ucl.ac.be:81/ETD-db/collection/available/BelnUcetd-02032009-123244/