Eigenvalue ratio test for the number of factors (Q2857587)
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scientific article; zbMATH DE number 6222382
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Eigenvalue ratio test for the number of factors |
scientific article; zbMATH DE number 6222382 |
Statements
4 November 2013
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approximate factor models
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number of factors
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eigenvalues
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Eigenvalue ratio test for the number of factors (English)
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