Testing Hypotheses About the Number of Factors in Large Factor Models (Q3653231): Difference between revisions

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Latest revision as of 08:58, 30 July 2024

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Testing Hypotheses About the Number of Factors in Large Factor Models
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    Testing Hypotheses About the Number of Factors in Large Factor Models (English)
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    21 December 2009
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    generalized dynamic factor model
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    approximate factor model
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    number of factors
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    hypothesis test
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    Tracy-Widom distribution
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