Determining the number of factors from empirical distribution of eigenvalues

Review of Economics and Statistics

Volumn 92, Issue 4, 2010, Pages 1004-1016

  Onatski, Alexei ^a  

^a Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 78650967353     PISSN: 00346535     EISSN: 15309142     Source Type: Journal    
DOI: 10.1162/REST_a_00043     Document Type: Article

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