Testing hypotheses about the number of factors in large factor models (Q3653231)
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scientific article; zbMATH DE number 5650738
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| English | Testing hypotheses about the number of factors in large factor models |
scientific article; zbMATH DE number 5650738 |
Statements
Testing Hypotheses About the Number of Factors in Large Factor Models (English)
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21 December 2009
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generalized dynamic factor model
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approximate factor model
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number of factors
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hypothesis test
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Tracy-Widom distribution
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0.8168743848800659
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0.8143201470375061
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0.8084338903427124
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0.8076112866401672
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0.8058018088340759
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