On determination of the number of factors in an approximate factor model
Jinshan Liu, Jiazhu Pan, Qiang Xia and Li Xiao
| Year of publication: |
2023
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| Authors: | Liu, Jinshan ; Pan, Jiazhu ; Xia, Qiang ; Xiao, Li |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 27.2023, 3, p. 285-298
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| Subject: | approximate factor model | cumulative contribution rate | eigenvalue ratio | number of factors | ridge-type method | Faktorenanalyse | Factor analysis | Theorie | Theory | CAPM | Modellierung | Scientific modelling | Panel | Panel study |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2020-0055 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014372878