determining the number of factors in static approximate factor models using discrete fourier transforms and pseudo-eigenvalues (replication data)
Data and Resources
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Readme.pdf
.pdf
Readme
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EignAnalysis.m
.m
Generate data in Tables 2.1-2.3
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CompDFT.m
.m
Generate Fig. 2.1
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AccuComp.m
.m
Generate data used in Fig. 4.1
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meshFNTP.m
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Generate Figs. 4.2-4.4
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Table4_1.m
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Generate data in Table 4.1
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FPEzero_2.m
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Generate data in Table 4.2
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ABC_crit.m
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Function file used in Table4_1.m and FPEzero_2.m
Downloads: 40