A testing procedure for determining the number of factors in approximate factor models with large datasets
Year of publication: |
2010
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Authors: | Kapetanios, George |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 28.2010, 3, p. 397-409
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Subject: | Theorie | Theory | Faktorenanalyse | Factor analysis | Varianzanalyse | Analysis of variance |
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