Eigenvalue difference test for the number of common factors in the approximate factor models (Q1787690)
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scientific article; zbMATH DE number 6947813
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| English | Eigenvalue difference test for the number of common factors in the approximate factor models |
scientific article; zbMATH DE number 6947813 |
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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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0.8859396576881409
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0.8825684785842896
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0.8481995463371277
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0.8290688991546631
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