Determining the number of factors in approximate factor models
Year of publication: |
2002
|
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Authors: | Bai, Jushan ; Ng, Serena |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 70.2002, 1, p. 191-221
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Subject: | Faktorenanalyse | Factor analysis | Panel | Panel study | Modellierung | Scientific modelling | CAPM | Theorie | Theory |
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