Eigenvalue difference test for the number of common factors in the approximate factor models (Q1787690): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 09:18, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Eigenvalue difference test for the number of common factors in the approximate factor models |
scientific article |
Statements
Eigenvalue difference test for the number of common factors in the approximate factor models (English)
0 references
5 October 2018
0 references
approximate factor model
0 references
dominate factors
0 references
eigenvalue difference test
0 references
number of common factors
0 references
times series
0 references
