A multi-step procedure to determine the number of factors in large approximate factor models (Q5078883)
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scientific article; zbMATH DE number 7531794
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multi-step procedure to determine the number of factors in large approximate factor models |
scientific article; zbMATH DE number 7531794 |
Statements
A multi-step procedure to determine the number of factors in large approximate factor models (English)
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25 May 2022
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approximate factor models
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eigenvalue ratio criterion
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multi-step procedure
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factor number
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