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

Determining the Number of Factors in Approximate Factor Models (Q58376)

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scientific article
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Determining the Number of Factors in Approximate Factor Models
scientific article

    Statements

    published in
    Econometrica
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    volume
    70
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    issue
    1
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    page(s)
    191-221
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    publication date
    January 2002
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    author
    Jushan Bai
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    Serena Ng
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