Determining the number of factors when the number of factors can increase with sample size (Q506051): Difference between revisions

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+Eigenvalue Ratio Test for the Number of Factors
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+Normal rank
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+Improved penalization for determining the number of factors in approximate factor models
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+Property taxes and home prices: a tale of two cities
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+Determining the Number of Factors in Approximate Factor Models
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+Inferring the rank of a matrix
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+Normal rank
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+Inference Concerning the Number of Factors in a Multivariate Nonparametric Relationship
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+High-dimensional covariance matrix estimation in approximate factor models
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+Large Covariance Estimation by Thresholding Principal Orthogonal Complements
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+Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
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+Determining the Number of Factors in the General Dynamic Factor Model
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+Estimation of average treatment effects with panel data: asymptotic theory and implementation
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+Some Comments on C P
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+Testing Hypotheses About the Number of Factors in Large Factor Models
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+The treatment-effect estimation: a case study of the 2008 economic stimulus package of China
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