Determining the number of factors with potentially strong within-block correlations in error terms
Year of publication: |
2017
|
---|---|
Authors: | Han, Xu ; Caner, Mehmet |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 36.2017, 6/9, p. 946-969
|
Subject: | Factor model | model selection | Theorie | Theory | Faktorenanalyse | Factor analysis | Korrelation | Correlation | Modellierung | Scientific modelling |
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