A rank test for the number of factors with high-frequency data (Q2000871): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2019.03.004
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+W2930817713
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@@ Property / cites work @@
+Eigenvalue Ratio Test for the Number of Factors
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+Q5495335
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+Using principal component analysis to estimate a high dimensional factor model with high-frequency data
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+Publication:2000871