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Multivariate statistics / Singular value decomposition / Factor analysis / Market research / Marketing / Psychometrics / Eigenvalues and eigenvectors / Principal component analysis / Algebra / Statistics / Mathematics


A robust criterion for determining the number of static factors in approximate factor models
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Document Date: 2009-05-04 04:16:28


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Frankfurt am Main / Pisa / /

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Bloomberg / London Stock Exchange / Central Bank Working / /

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Germany / United States / Netherlands / Italy / /

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Product Recall / Product Issues / /

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Tjalling C. Koopmans Institute / Utrecht University / Max Planck Institute of Economics / Laboratory of Economics / /

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empirical applications / /

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Utrecht School of Economics / Sant’Anna School of Advanced Studies / European Central Bank / Tjalling C. Koopmans Institute / Faculty of Geosciences / Laboratory of Economics and Management / Max Planck Institute of Economics / Utrecht University / Center for the Analysis of Financial Markets / /

Person

Marco Lippi / Lucia Alessi / Matteo Barigozzi / Marc Hallin / Marco Capasso / /

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author / /

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Paper Series 23 ECB Working Paper Series / briefly / /

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simulation / html / /

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