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

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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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    Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach (English)
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    8 August 2008
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    canonical correlation
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    factor analysis
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    model selection
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