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- W4246891307 abstract "Factor models explain correlations among a set of variables. By postulating that the variables are linked with a small number of latent components, factor models imply a particular structure for the correlation matrix. This article discusses the model’s identification and estimation as well as their applications in economics." @default.
- W4246891307 created "2022-05-12" @default.
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- W4246891307 date "2008-01-01" @default.
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- W4246891307 title "Factor Models" @default.
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- W4246891307 doi "https://doi.org/10.1057/978-1-349-95121-5_2298-1" @default.
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