Eigenvalue difference test for the number of common factors in the approximate factor models (Q1787690)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Eigenvalue difference test for the number of common factors in the approximate factor models |
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Eigenvalue difference test for the number of common factors in the approximate factor models (English)
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5 October 2018
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approximate factor model
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dominate factors
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eigenvalue difference test
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number of common factors
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times series
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