Determining the Number of Factors in Approximate Factor Models
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Publication:5474964
DOI10.1111/1468-0262.00273zbMath1103.91399OpenAlexW2159706540MaRDI QIDQ5474964
Publication date: 16 June 2006
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://fmwww.bc.edu/EC-P/wp440.pdf
Factor analysis and principal components; correspondence analysis (62H25) Statistical methods; economic indices and measures (91B82)
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