Determining the number of factors in approximate factor models
by Jushan Bai and Serena Ng
| Year of publication: |
2002
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|---|---|
| Authors: | Bai, Jushan ; Ng, Serena |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 70.2002, 1, p. 191-221
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| Subject: | Faktorenanalyse | Factor analysis | Panel | Panel study | Modellierung | Scientific modelling | CAPM | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometrica |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001648105