2002
Determining the Number of Factors in Approximate Factor Models
Econometrica OATop-listed
4.3k
cites
Researcher
Serena Ng is a Economics scholar at National Bureau of Economic Research. Research spans Market Dynamics and Volatility, Monetary Policy and Economic Impact. 250 works, 30k citations (h-index 62).
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Affiliation on publications · National Bureau of Economic Research
Econometrica OATop-listed
Econometrica OATop-listed