Determining the number of factors when the number of factors can increase with sample size
Hongjun Li, Qi Lib, Yutang Shi
| Year of publication: |
March 2017
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|---|---|
| Authors: | Li, Hongjun ; Li, Qi ; Shi, Yutang |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 197.2017, 1, p. 76-86
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| Subject: | Principal components | Factor analysis | Increasing number of factors | Information criteria | Faktorenanalyse | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.06.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011818343