Determining the number of factors when the number of factors can increase with sample size
type: Item
instance of: scholarly article
title: Determining the number of factors when the number of factors can increase with sample size
zbMATH Open document ID: 1443.62487
author: Yutang Shi
author: Hong-Jun Li
author: Qi Li
published in: Journal of Econometrics
publication date: 2017-01-30T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62H25
zbMATH DE Number: 6678879
zbMATH Keywords: principal components
zbMATH Keywords: factor analysis
zbMATH Keywords: increasing number of factors
zbMATH Keywords: information criteria
MaRDI profile type: Publication
full work available at URL: j.jeconom.2016.06.003
OpenAlex ID: W2303391210
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DOI: 10.1016/J.JECONOM.2016.06.003
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description: scientific article; zbMATH DE number 6678879