Identifying the number of factors using a white noise test (Q2322652)
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scientific article; zbMATH DE number 7101649
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| English | Identifying the number of factors using a white noise test |
scientific article; zbMATH DE number 7101649 |
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Identifying the number of factors using a white noise test (English)
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5 September 2019
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autocorrelation
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normal approximation
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white noise test
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parametric bootstrap
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factor models
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0.80536896
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0.80186754
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0.80128765
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0.8003472
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0.79887676
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