Testing Hypotheses About the Number of Factors in Large Factor Models (Q3653231): Difference between revisions
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Revision as of 12:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing Hypotheses About the Number of Factors in Large Factor Models |
scientific article |
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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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