"Transformed contribution ratio test for the number of factors in static ..."

Qiang Xia, Rubing Liang, Jianhong Wu (2017)

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DOI: 10.1016/J.CSDA.2017.03.005

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type: Journal Article

metadata version: 2020-02-18

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Qiang Xia, Rubing Liang, Jianhong Wu:
Transformed contribution ratio test for the number of factors in static approximate factor models. Comput. Stat. Data Anal. 112: 235-241 (2017)

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