Determining the number of factors after stationary univariate transformations
Year of publication: |
August 2017
|
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Authors: | Corona, Francisco ; Poncela, Pilar ; Ruiz, Esther |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 53.2017, 1, p. 351-372
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Subject: | Dynamic factor models | Principal components factor extraction | Information criteria | Edge distribution | Eigenvalue ratios | Faktorenanalyse | Factor analysis | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
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