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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 ProgramsProofs



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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