A Testing Procedure for Determining the Number of Factors...

A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets

Kapetanios, George
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Volume:
28
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1198/jbes.2009.07239
Date:
July, 2010
File:
PDF, 196 KB
english, 2010
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