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Determining the Number of Factors in Approximate Factor Models - MaRDI portal

Determining the Number of Factors in Approximate Factor Models (Q5474964)

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scientific article; zbMATH DE number 5032853
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English
Determining the Number of Factors in Approximate Factor Models
scientific article; zbMATH DE number 5032853

    Statements

    title
    Determining the Number of Factors in Approximate Factor Models (English)
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    author
    Jushan Bai
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    Serena Ng
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    published in
    Econometrica
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    publication date
    16 June 2006
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    Identifiers

    zbMATH DE Number
    5032853
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    OpenAlex ID
    W2159706540
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