BAING: Stata module to determine and estimate the number of common factors following Bai and Ng

Héctor M. Núñez () and Jesus Otero
Additional contact information
Héctor M. Núñez: Centro de Investigación y Docencia Económicas (CIDE)

Statistical Software Components from Boston College Department of Economics

Abstract: baing determines and estimates the number of common factors following Bai and Ng (Econometrica, 2002).

Language: Stata
Requires: Stata version 14
Keywords: common factors; model selection; Bai; Ng (search for similar items in EconPapers)
Date: 2020-10-07
Note: This module should be installed from within Stata by typing "ssc install baing". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/b/baing.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/baing.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458851

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