A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets
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Publication:5392716
DOI10.1198/jbes.2009.07239zbMath1214.62068OpenAlexW2164013319MaRDI QIDQ5392716
Publication date: 13 April 2011
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/62894
Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Monte Carlo methods (65C05)
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