Eigenvalue tests for the number of latent factors in short panels
Alain-Philippe Fortin, Patrick Gagliardini, and Olivier Scaillet
| Year of publication: |
2025
|
|---|---|
| Authors: | Fortin, Alain-Philippe ; Gagliardini, Patrick ; Scaillet, Olivier |
| Subject: | Factor model | Principal Component Analysis | Panel data | Large n and fixed T asymptotics | Equity returns | Panel | Panel study | Theorie | Theory | Faktorenanalyse | Factor analysis | Kapitaleinkommen | Capital income | Hauptkomponentenanalyse | Principal component analysis | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbad024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015339146