Large Dimensional Factor Analysis provides a survey of the main theoretical results for large dimensional factor models, emphasizing results that have implicati

This book aims to fill the gap between panel data econometrics textbooks, and the latest development on 'big data', especially large-dimensional panel data econ

High-dimensional data appear in many fields, and their analysis has become increasingly important in modern statistics. However, it has long been observed that

Latent factor analysis models are an effective type of machine learning model for addressing high-dimensional and sparse matrices, which are encountered in many

Factor models have become the most successful tool in the analysis and forecasting of high-dimensional time series. This monograph provides an extensive account