Spurious Factor Analysis (Q5860017)

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scientific article; zbMATH DE number 7429807
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Spurious Factor Analysis
scientific article; zbMATH DE number 7429807

    Statements

    title
    Spurious Factor Analysis (English)
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    author
    Alexei Onatski
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    Chen Wang
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    published in
    Econometrica
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    publication date
    18 November 2021
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    zbMATH Keywords
    spurious regression
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    principal components
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    factor models
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    Karhunen-Loève expansion
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    Identifiers

    DOI
    10.3982/ECTA16703
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    zbMATH DE Number
    7429807
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    OpenAlex ID
    W3033746505
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