Transformed contribution ratio test for the number of factors in static approximate factor models
type: Item
instance of: scholarly article
title: Transformed contribution ratio test for the number of factors in static approximate factor models
zbMATH Open document ID: 1464.62187
author: Y. Aharonov
published in: Computational Statistics and Data Analysis
publication date: 2018-08-07T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62H25
zbMATH DE Number: 6914562
zbMATH Keywords: approximate factor model
zbMATH Keywords: eigenvalues
zbMATH Keywords: number of factors
zbMATH Keywords: transformed contribution ratio
MaRDI profile type: Publication
full work available at URL: j.csda.2017.03.005
OpenAlex ID: W2601801618
cites work: Eigenvalue ratio test for the number of factors
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DOI: 10.1016/J.CSDA.2017.03.005
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description: scientific article; zbMATH DE number 6914562