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

Determining the Number of Factors in Approximate Factor Models

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Publication:58376

DOI10.1111/1468-0262.00273MaRDI QIDQ58376

Serena Ng, Jushan Bai

Publication date: January 2002

Published in: Econometrica (Search for Journal in Brave)




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