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 Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 70.2002, 1, p. 191-222
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