Power of Principal Component Association Tests

Jesper Stafford

Journal of Economics and Econometrics, 2019, vol. 62, issue 3, 1-22

Abstract: Power of Principal Component Association Tests

Keywords: Omnibus test; Power analysis; Dimension reduction (search for similar items in EconPapers)
JEL-codes: C38 (search for similar items in EconPapers)
Date: 2019
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