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Empirical Processes: Factor and Idiosyncratic

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  • Paul Worden

Abstract

Empirical Processes: Factor and Idiosyncratic

Suggested Citation

  • Paul Worden, 2019. "Empirical Processes: Factor and Idiosyncratic," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 62(1), pages 48-65.
    • Handle: RePEc:eei:journl:v:62:y:2019:i:1:p:48-65
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    More about this item

    Keywords

    Factor model; Principal component analysis; Simultaneous confidence band;
    All these keywords.

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis

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