Weihua Ruan
;
Qian Hou

Determining the Number of Factors in Static Approximate Factor Models Using D...

This paper is concerned with the applications of discrete Fourier transforms in identification of the number of common factors of static approximate factor models. We report and...

DOI:10.15456/jbnst.2020063.151759
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Journal of Economics and Statistics

The Journal of Economics and Statistics (Jahrbücher für Nationalökonomie und Statistik) is a scientific journal published in Germany since 1863, since 2016 by DeGruyter.

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Determining the Number of Factors in Static Approximate Factor Models Using D...