Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach (Q3518455): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/07474930801960196 / rank
 
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Latest revision as of 14:19, 28 June 2024

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Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach
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