Showing 1 - 10 of 55
Persistent link: https://www.econbiz.de/10001648105
Persistent link: https://www.econbiz.de/10009764410
Persistent link: https://www.econbiz.de/10009748948
Persistent link: https://www.econbiz.de/10003833733
Persistent link: https://www.econbiz.de/10003754726
Persistent link: https://www.econbiz.de/10003410155
Persistent link: https://www.econbiz.de/10011332977
Persistent link: https://www.econbiz.de/10012303892
Persistent link: https://www.econbiz.de/10014471435
In this paper we develop some econometric theory for factor models of large dimensions. The focus is the determination of the number of factors (r), which is an unresolved issue in the rapidly growing literature on multifactor models. We first establish the convergence rate for the factor...
Persistent link: https://www.econbiz.de/10014116350