A test for the number of factors in an approximate factor model

A test for the number of factors in an approx ...
Gregory Connor, Gregory Connor
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Last edited by WorkBot
December 15, 2009 | History

A test for the number of factors in an approximate factor model

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Publish Date
Language
English

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Edition Availability
Cover of: A test for the number of factors in an approximate factor model
A test for the number of factors in an approximate factor model
1992, London School of Economics, Financial Markets Group
in English
Cover of: A test for the number of factors in an approximate factor model
A test for the number of factors in an approximate factor model
1992, LSE Financial Markets Group
in English

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Book Details


Edition Notes

Published in
London
Series
Financial Markets discussion paper series / London School of Economics, Financial Markets Group -- no.137, Financial Markets discussion paper (London School of Economics, Financial Markets Group) -- no.137.

ID Numbers

Open Library
OL13971363M

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December 15, 2009 Edited by WorkBot link works
September 2, 2008 Created by ImportBot Imported from Talis record