Procedure.Empirics.2.zip
Creators:
Natalia Bailey
;
George Kapetanios
;
M. Hashem Pesaran
From the dataset abstract
This paper proposes an estimator of factor strength and establishes its consistency and asymptotic distribution. The estimator is based on the number of statistically significant factor...
Source: Measurement of factor strength: Theory and practice (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/1ffe40c1-1a88-4372-8516-44bf6ac31ec0/resource/520a98a4-296f-45b1-b8fb-6c49d351f940/download/procedure.empirics.2.zip |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
