Transformed contribution ratio test for the number of...

Computational Statistics & Data Analysis 2017 / 08 Vol. 112

Transformed contribution ratio test for the number of factors in static approximate factor models

Xia, Qiang, Liang, Rubing, Wu, Jianhong
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Volume:
112
Language:
english
Journal:
Computational Statistics & Data Analysis
DOI:
10.1016/j.csda.2017.03.005
Date:
August, 2017
File:
PDF, 443 KB
english, 2017
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