Eigenvalue Ratio Test for the Number of Factors

journal article Jan 01, 2013

Econometrica Vol. 81 No. 3 pp. 1203-1227 · JSTOR

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(2013). Eigenvalue Ratio Test for the Number of Factors. Econometrica, 81(3), 1203-1227. https://doi.org/10.3982/ecta8968

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