Eigenvalue Ratio Test for the Number of Factors
| Year of publication: |
2013
|
|---|---|
| Authors: | Ahn, Seung C. ; Horenstein, Alex R. |
| Published in: |
Econometrica. - Econometric Society. - Vol. 81.2013, 3, p. 1203-1227
|
| Publisher: |
Econometric Society |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010681527