Testing Hypotheses About the Number of Factors in Large Factor Models
Work
Year: 2009
Type: article
Source: Econometrica
Author Alexei Onatski
Institution Columbia University
Cites: 44
Cited by: 420
Related to: 10
FWCI: 12.6
Citation percentile (by year/subfield): 99.98
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed