Consistent variable selection in large panels when factors are observable (Q2489495): Difference between revisions

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+W1975222504
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+Notation in econometrics: a proposal for a standard
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+Determining the Number of Factors in Approximate Factor Models
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+Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
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+Common risk factors in the returns on stocks and bonds
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+Estimating Regression Models of Finite but Unknown Order
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+A Reality Check for Data Snooping
@@ Property / cites work: A Reality Check for Data Snooping / rank @@
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@@ Property / cites work @@
+Consistent Variable Selection in Linear Models
@@ Property / cites work: Consistent Variable Selection in Linear Models / rank @@
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+Q4344408
@@ Property / cites work: Q4344408 / rank @@
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+Publication:2489495