Estimating the number of common factors in serially dependent approximate factor models (Q694956): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Determining the Number of Factors in Approximate Factor Models / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Determining the Number of Factors in the General Dynamic Factor Model / rank | |||
Normal rank |
Latest revision as of 00:49, 6 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimating the number of common factors in serially dependent approximate factor models |
scientific article |
Statements
Estimating the number of common factors in serially dependent approximate factor models (English)
0 references
19 December 2012
0 references
factor model
0 references
prewhitening
0 references
least squares dummy variable (LSDV) filter
0 references
factor number estimation
0 references
cross-section dependence
0 references