Robust determination for the number of common factors in the approximate factor models
Jianhong Wu
| Year of publication: |
July 2016
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| Authors: | Wu, Jianhong |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 144.2016, p. 102-106
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| Subject: | Approximate factor model | Determining the number of factors | Dominant factor | Eigenvalues | Transformation function | Faktorenanalyse | Factor analysis | Theorie | Theory | CAPM | Schätzung | Estimation | Panel | Panel study |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2016.04.026 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011617226