Determining the number of factors in static approximate factor models using discrete fourier transforms and pseudo-eigenvalues
Weihua Ruan and Qian Hou
| Year of publication: |
2021
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|---|---|
| Authors: | Ruan, Weihua ; Hou, Qian |
| Published in: |
Jahrbücher für Nationalökonomie und Statistik. - Berlin : De Gruyter Oldenbourg, ISSN 2366-049X, ZDB-ID 2416178-0. - Vol. 241.2021, 1, p. 71-117
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| Subject: | discrete Fourier transforms | common factors | idiosyncratic errors | pseudo-eigenvalues | static approximate factor models | Theorie | Theory | Faktorenanalyse | Factor analysis | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1515/jbnst-2019-0056 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012437568