A multi-step procedure to determine the number of factors in large approximate factor models (Q5078883)
From MaRDI portal
scientific article; zbMATH DE number 7531794
Language | Label | Description | Also known as |
---|---|---|---|
English | A multi-step procedure to determine the number of factors in large approximate factor models |
scientific article; zbMATH DE number 7531794 |
Statements
A multi-step procedure to determine the number of factors in large approximate factor models (English)
0 references
25 May 2022
0 references
approximate factor models
0 references
eigenvalue ratio criterion
0 references
multi-step procedure
0 references
factor number
0 references