BTtest
Estimate the Number of Factors in Large Nonstationary Datasets

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BTtest: Estimate the Number of Factors in Large Nonstationary Datasets
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Estimate the Number of Factors in Large Nonstationary Datasets

BaiIPCBai (2004) IPC
BTtestBarigozzi & Trapani (2022) Test
sim_DGPSimulate a Nonstationary Panel With Common Trends
BTtest documentation built on Sept. 11, 2024, 6:53 p.m.

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