Eigenvalue difference test for the number of common factors in the approximate factor models

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Publication:1787690

DOI10.1016/j.econlet.2018.05.009zbMath1401.62092OpenAlexW2803975542MaRDI QIDQ1787690

Yanyan Li

Publication date: 5 October 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.05.009




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