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 : 2023-10-24 DOI:10.1093/jjfinec/nbad026

Markus Pelger

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期刊文章评论:短面板中潜在因素数量的特征值测试获取Markus Pelger Markus Pelger管理科学与工程系，斯坦福大学，斯坦福，CA，美国地址通信给Markus Pelger，管理科学与工程系，斯坦福大学，斯坦福，CA，美国，或电子邮件:mpelger@stanford.edu https://orcid.org/0000-0001-7111-3588搜索作者的其他作品:牛津学术谷歌学者金融计量经济学学报，nbad026, https://doi.org/10.1093/jjfinec/nbad026出版日期:2023年10月24日文章历史编辑决定:2023年8月31日收稿日期:2023年8月31日出版日期:2023年10月24日

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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 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

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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."