Comment on: Eigenvalue Tests for the Number of Latent Factors in Short Panels

Abstract

Journal Article Comment on: Eigenvalue Tests for the Number of Latent Factors in Short Panels Get access Markus Pelger Markus Pelger Department of Management Science & Engineering, Stanford University, Stanford, CA, USA Address correspondence to Markus Pelger, Department of Management Science & Engineering, Stanford University, Stanford, CA, USA, or email: mpelger@stanford.edu https://orcid.org/0000-0001-7111-3588 Search for other works by this author on: Oxford Academic Google Scholar Journal of Financial Econometrics, nbad026, https://doi.org/10.1093/jjfinec/nbad026 Published: 24 October 2023 Article history Editorial decision: 31 August 2023 Received: 31 August 2023 Published: 24 October 2023