Eigenvalue Ratio Test for the Number of Factors

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Publication:2857587

DOI10.3982/ECTA8968zbMath1274.62403OpenAlexW1593060747MaRDI QIDQ2857587

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Publication date: 4 November 2013

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta8968



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