Essays in applied factor analysis with structural breaks
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
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University of Southampton
2013
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.588877 |
| Summary: | 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 |
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