评析:短板中潜在因素数量的特征值检验

IF 1.8 3区经济学 Q2 BUSINESS, FINANCE

Journal of Financial Econometrics Pub Date : 2023-10-20 DOI:10.1093/jjfinec/nbad028

Alexei Onatski

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引用次数: 0

摘要

期刊文章评论:短面板中潜在因素数量的特征值检验获取Alexei Onatski Alexei Onatski剑桥大学经济学院，剑桥，cb39dd，英国ao319@cam.ac.uk作者其他作品搜索:牛津学术谷歌学者金融计量经济学杂志，nbad028, https://doi.org/10.1093/jjfinec/nbad028发表时间:2023年10月20日文章历史收稿时间:2023年9月26日编辑决定:2023年9月29日接受:2023年10月20日发布

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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

Journal Article Comment on: Eigenvalue Tests for the Number of Latent Factors in Short Panels Get access Alexei Onatski Alexei Onatski Faculty of Economics, University of Cambridge, Cambridge, CB3 9DD, UK ao319@cam.ac.uk Search for other works by this author on: Oxford Academic Google Scholar Journal of Financial Econometrics, nbad028, https://doi.org/10.1093/jjfinec/nbad028 Published: 20 October 2023 Article history Received: 26 September 2023 Editorial decision: 29 September 2023 Accepted: 02 October 2023 Published: 20 October 2023

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来源期刊

Journal of Financial Econometrics Multiple-

CiteScore

5.60

自引率

8.00%

发文量

期刊介绍： "The Journal of Financial Econometrics is well situated to become the premier journal in its field. It has started with an excellent first year and I expect many more."