Determining the number of factors after stationary univariate transformations
Francisco Corona, Pilar Poncela, Esther Ruiz
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-016-1158-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011941375