Eigenvalue difference test for the number of common factors in the approximate factor models (Q1787690)
From MaRDI portal
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
