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On determination of the number of factors in an approximate..:
Liu, Jinshan
;
Pan, Jiazhu
;
Xia, Qiang
.
Studies in Nonlinear Dynamics & Econometrics. 27 (2022) 3 - p. 285-298 , 2022
Link:
https://doi.org/10.1515/snde-2020-0055
RT Journal T1 <Title>On determination of the number of factors in an approximate factor model</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1515_snde-2020-0055&Exemplar=1&LAN=DE A1 Liu, Jinshan A1 Pan, Jiazhu A1 Xia, Qiang A1 Xiao, Li PB Walter de Gruyter GmbH YR 2022 SN 1558-3708 JF Studies in Nonlinear Dynamics & Econometrics VO 27 IS 3 SP 285 OP 298 LK http://dx.doi.org/https://doi.org/10.1515/snde-2020-0055 DO https://doi.org/10.1515/snde-2020-0055 SF ELIB - SuUB Bremen
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