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1 Identification and Estimation of Dynamic Factor Models

Author(s):
Bai, Jushan; Wang, Peng
Date:
2012
Subject:
Economic theory
Content Type:
Working papers
Publisher:
Department of Economics, Columbia University
Permanent URL:
http://hdl.handle.net/10022/AC:P:13083

2 Estimating High Dimensional Covariance Matrices and Its Applications

Author(s):
Bai, Jushan; Shi, Shuzhong
Date:
2011
Subject:
Economic theory
Content Type:
Working papers
Publisher:
Department of Economics, Columbia University
Permanent URL:
http://hdl.handle.net/10022/AC:P:11064

3 Principal Components Estimation and Identification of the Factors

Author(s):
Bai, Jushan; Ng, Serena
Date:
2011
Subject:
Economic theory
Content Type:
Working papers
Publisher:
Department of Economics, Columbia University
Permanent URL:
http://hdl.handle.net/10022/AC:P:11063

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