Determining the Number of Factors in Approximate Factor Models

DOI10.1111/1468-0262.00273MaRDI QIDQ58376FDOQ58376

Serena Ng, Jushan Bai

Publication date: January 2002

Published in: Econometrica (Search for Journal in Brave)

Cited In (1)

• dfms

This page was built for publication: Determining the Number of Factors in Approximate Factor Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q58376)