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Eigenvalue tests for the number of latent factors in short panels
Alain-Philippe Fortin / Olivier Scaillet / Patrick Gagliardini
hypothesis testing / panel dataResource overview

Eigenvalue tests for the number of latent factors in short panels

Paper2022

by Alain-Philippe Fortin, Olivier Scaillet, Patrick Gagliardini

Tags
hypothesis testingpanel datastatistical inference

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