Transformed contribution ratio test for the number of factors in static approximate factor models (Q1654280): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.csda.2017.03.005 / rank
 
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Latest revision as of 06:14, 16 July 2024

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Transformed contribution ratio test for the number of factors in static approximate factor models
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    Transformed contribution ratio test for the number of factors in static approximate factor models (English)
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    7 August 2018
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    approximate factor model
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    eigenvalues
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    number of factors
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    transformed contribution ratio
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