A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets (Q5392716)
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scientific article; zbMATH DE number 5877726
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets |
scientific article; zbMATH DE number 5877726 |
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A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets (English)
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13 April 2011
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factor models
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large sample covariance matrix
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maximum eigenvalue
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