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

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
{"title":"Comment on: Eigenvalue Tests for the Number of Latent Factors in Short Panels","authors":"Alexei Onatski","doi":"10.1093/jjfinec/nbad028","DOIUrl":null,"url":null,"abstract":"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","PeriodicalId":47596,"journal":{"name":"Journal of Financial Econometrics","volume":"21 1","pages":"0"},"PeriodicalIF":1.8000,"publicationDate":"2023-10-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Financial Econometrics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1093/jjfinec/nbad028","RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
引用次数: 0

Abstract

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
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
评析:短板中潜在因素数量的特征值检验
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。
求助全文
约1分钟内获得全文 去求助
来源期刊
CiteScore
5.60
自引率
8.00%
发文量
39
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."
期刊最新文献
Large-Dimensional Portfolio Selection with a High-Frequency-Based Dynamic Factor Model Exploiting Intraday Decompositions in Realized Volatility Forecasting: A Forecast Reconciliation Approach A Structural Break in the Aggregate Earnings–Returns Relation Large Sample Estimators of the Stochastic Discount Factor Jump Clustering, Information Flows, and Stock Price Efficiency
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1