Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.588877
Title: Essays in applied factor analysis with structural breaks
Author: Nazare, Ronaldo
Awarding Body: University of Southampton
Current Institution: University of Southampton
Date of Award: 2013
Availability of Full Text:
Access through EThOS:
Full text unavailable from EThOS. Please try the link below.
Access through Institution:
Abstract:
This thesis offers an analysis on factor models and related topics such as forecasting, the choice of the number of factors, model selection and structural breaks
Supervisor: Pitarakis, Jean-Yves Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.588877  DOI: Not available
Keywords: HB Economic Theory
Share: