Determining the Number of Factors: A Synopsis of the Main Research Methods

Dirk Beerbaum

Research output: Working paperScientific

Abstract

A common issue with regard to a research project is to identify the adequate research method for determining the number of factors in the growing literature on multifactor models (Bai and Ng, 2002). This paper intends to provide a synopsis on the existing different methods and the associated issues.
Original languageEnglish
DOIs
Publication statusPublished - 2015
MoE publication typeD4 Published development or research report or study

Fingerprint

Dive into the research topics of 'Determining the Number of Factors: A Synopsis of the Main Research Methods'. Together they form a unique fingerprint.

Cite this