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