The Econometric SocietyEconometrica
Spurious Factor Analysis
Onatski, Alexei, and Chen Wang
Supplemental Material
Supplement to "Spurious Factor Analysis"
This zip file contains the replication files for the manuscript.
Supplement to "Spurious Factor Analysis"
This note contains supplementary material for Onatski and Wang (2019) (OW in what follows). It is lined up with sections in the main text to make it easy to locate the required proofs.