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

Bibliographic Details
Main Author:	Nazare, Ronaldo
Other Authors:	Pitarakis, Jean-Yves
Published:	University of Southampton 2013
Subjects:	330.015195 HB Economic Theory
Online Access:	https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.588877

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spelling	ndltd-bl.uk-oai-ethos.bl.uk-5888772018-09-05T03:27:12ZEssays in applied factor analysis with structural breaksNazare, RonaldoPitarakis, Jean-Yves2013This thesis offers an analysis on factor models and related topics such as forecasting, the choice of the number of factors, model selection and structural breaks330.015195HB Economic TheoryUniversity of Southamptonhttps://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.588877https://eprints.soton.ac.uk/360375/Electronic Thesis or Dissertation
collection	NDLTD
sources	NDLTD
topic	330.015195 HB Economic Theory
spellingShingle	330.015195 HB Economic Theory Nazare, Ronaldo Essays in applied factor analysis with structural breaks
description	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
author2	Pitarakis, Jean-Yves
author_facet	Pitarakis, Jean-Yves Nazare, Ronaldo
author	Nazare, Ronaldo
author_sort	Nazare, Ronaldo
title	Essays in applied factor analysis with structural breaks
title_short	Essays in applied factor analysis with structural breaks
title_full	Essays in applied factor analysis with structural breaks
title_fullStr	Essays in applied factor analysis with structural breaks
title_full_unstemmed	Essays in applied factor analysis with structural breaks
title_sort	essays in applied factor analysis with structural breaks
publisher	University of Southampton
publishDate	2013
url	https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.588877
work_keys_str_mv	AT nazareronaldo essaysinappliedfactoranalysiswithstructuralbreaks
_version_	1718729619654311936

Essays in applied factor analysis with structural breaks

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