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Supplemental material - September 2009 Volume 77 Issue 5
Testing Hypotheses About the Number of Factors in Large Factor Models
Alexei Onatski
Go to:
Data And Programs
;
Proofs
;
Data And Programs
- Supplement to "Testing hypotheses about the number of factors in large factor models"
Alexei Onatski
Description:
A zip file that includes data and programs.
View the file (zip file format)
Proofs
- Supplement to "Testing hypotheses about the number of factors in large factor models"
Alexei Onatski
Description:
A pdf file containing detailed proofs.
View the file (pdf file format)
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