Transformed contribution ratio test for the number of factors in static approximate factor models (Q1654280)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transformed contribution ratio test for the number of factors in static approximate factor models |
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Transformed contribution ratio test for the number of factors in static approximate factor models (English)
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7 August 2018
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approximate factor model
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eigenvalues
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number of factors
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transformed contribution ratio
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