On determination of the number of factors in an approximate factor model (Q6138244)
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scientific article; zbMATH DE number 7734257
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On determination of the number of factors in an approximate factor model |
scientific article; zbMATH DE number 7734257 |
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On determination of the number of factors in an approximate factor model (English)
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5 September 2023
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approximate factor model
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cumulative contribution rate
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eigenvalue ratio
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number of factors
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ridge-type method
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