Estimating the number of common factors in serially dependent approximate factor models (Q694956): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.econlet.2012.03.031 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2034387049 / rank | |||
Normal rank | |||
| 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 | |||
| links / mardi / name | links / mardi / name | ||
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
