Pieter Otter

University of Groningen

P.O. Box 800

9700 AH Groningen, 9700 AV

Netherlands

  • University of Groningen

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A Scree Plot Criterion for the Number of Factors

Number of pages: 15 Posted: 06 Jun 2022
Ard den Reijer, Pieter Otter and Jan P. A. M. Jacobs
affiliation not provided to SSRN, University of Groningen and University of Groningen - Faculty of Economics and Business
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Abstract:

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factor model, number of factors, scree test