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Testing for the null of block zero restrictions in common factor models
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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Han, Chirok | - |
| dc.contributor.author | Kim, Dukpa | - |
| dc.date.accessioned | 2021-08-31T09:32:15Z | - |
| dc.date.available | 2021-08-31T09:32:15Z | - |
| dc.date.created | 2021-06-18 | - |
| dc.date.issued | 2020-03 | - |
| dc.identifier.issn | 0165-1765 | - |
| dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/57578 | - |
| dc.description.abstract | This paper proposes a test of block zero restrictions in the matrix of common factors. The test statistic is constructed using the principal component estimate of factors and has a standard chi-squared distribution asymptotically under the null hypothesis of block zero restrictions. (C) 2019 Elsevier B.V. All rights reserved. | - |
| dc.language | English | - |
| dc.language.iso | en | - |
| dc.publisher | ELSEVIER SCIENCE SA | - |
| dc.subject | NUMBER | - |
| dc.title | Testing for the null of block zero restrictions in common factor models | - |
| dc.type | Article | - |
| dc.contributor.affiliatedAuthor | Han, Chirok | - |
| dc.contributor.affiliatedAuthor | Kim, Dukpa | - |
| dc.identifier.doi | 10.1016/j.econlet.2019.108903 | - |
| dc.identifier.scopusid | 2-s2.0-85077373672 | - |
| dc.identifier.wosid | 000521520000001 | - |
| dc.identifier.bibliographicCitation | ECONOMICS LETTERS, v.188 | - |
| dc.relation.isPartOf | ECONOMICS LETTERS | - |
| dc.citation.title | ECONOMICS LETTERS | - |
| dc.citation.volume | 188 | - |
| dc.type.rims | ART | - |
| dc.type.docType | Article | - |
| dc.description.journalClass | 1 | - |
| dc.description.journalRegisteredClass | ssci | - |
| dc.description.journalRegisteredClass | scopus | - |
| dc.relation.journalResearchArea | Business & Economics | - |
| dc.relation.journalWebOfScienceCategory | Economics | - |
| dc.subject.keywordPlus | NUMBER | - |
| dc.subject.keywordAuthor | Structural breaks in factor loadings | - |
| dc.subject.keywordAuthor | Number of factors | - |
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