Pages that link to "Item:Q1787690"
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The following pages link to Eigenvalue difference test for the number of common factors in the approximate factor models (Q1787690):
Displaying 15 items.
- Estimating the number of common factors in serially dependent approximate factor models (Q694956) (← links)
- Determining the number of factors in approximate factor models by twice K-fold cross validation (Q777679) (← links)
- Transformed contribution ratio test for the number of factors in static approximate factor models (Q1654280) (← links)
- Robust determination for the number of common factors in the approximate factor models (Q1668287) (← links)
- Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance (Q1730160) (← links)
- Robust estimation of the number of factors for the pair-elliptical factor models (Q2155030) (← links)
- Testing for the null of block zero restrictions in common factor models (Q2300345) (← links)
- Rank regularized estimation of approximate factor models (Q2323367) (← links)
- A diagnostic criterion for approximate factor structure (Q2330733) (← links)
- The application of spectral distribution of product of two random matrices in the factor analysis (Q2465139) (← links)
- Eigenvalue ratio test for the number of factors (Q2857587) (← links)
- A self-reliant projected information criterion for the number of factors (Q5077197) (← links)
- A criterion for the number of factors (Q5078906) (← links)
- Estimating Number of Factors by Adjusted Eigenvalues Thresholding (Q5885109) (← links)
- On determination of the number of factors in an approximate factor model (Q6138244) (← links)
