Eigenvalue difference test for the number of common factors in the approximate factor models (Q1787690)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Eigenvalue difference test for the number of common factors in the approximate factor models |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Eigenvalue difference test for the number of common factors in the approximate factor models |
scientific article |
Statements
Eigenvalue difference test for the number of common factors in the approximate factor models (English)
0 references
5 October 2018
0 references
approximate factor model
0 references
dominate factors
0 references
eigenvalue difference test
0 references
number of common factors
0 references
times series
0 references
0 references
