Estimating the number of common factors in serially dependent approximate factor models
Ryan Greenaway-McGrevy; Chirok Han; Donggyu Sul
| Year of publication: |
2012
|
|---|---|
| Authors: | Greenaway-McGrevy, Ryan ; Han, Chirok ; Sul, Donggyu |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 116.2012, 3, p. 531-534
|
| Subject: | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Dynamische Wirtschaftstheorie | Economic dynamics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009674897