Transformed contribution ratio test for the number of factors in static approximate factor models (Q1654280)
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scientific article; zbMATH DE number 6914562
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transformed contribution ratio test for the number of factors in static approximate factor models |
scientific article; zbMATH DE number 6914562 |
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Transformed contribution ratio test for the number of factors in static approximate factor models (English)
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7 August 2018
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approximate factor model
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eigenvalues
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number of factors
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transformed contribution ratio
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0.8509091
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0.8469385
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0.8455801
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0.8404002
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0.8364688
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0.8318432
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