A Monte Carlo comparison of estimating the number of dynamic factors
Zhao Zhao, Guowei Cui, Shaoping Wang
| Year of publication: |
November 2017
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|---|---|
| Authors: | Zhao, Zhao ; Cui, Guowei ; Wang, Shaoping |
| 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, 3, p. 1217-1241
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| Subject: | Finite sample performance | Number of dynamic factors | Dynamic factor loading | Cross-sectional correlation | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-016-1167-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011893009