A Canonical Correlation Approach for Selecting the Number of Dynamic Factors

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 2013
Volume: 75
Issue: 1
Pages: 23-36

Authors (2)

Jörg Breitung (Universität zu Köln) Uta Pigorsch (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:bla:obuest:v:75:y:2013:i:1:p:23-36
Journal Field
General
Author Count
2
Added to Database
2026-01-24