A self-reliant projected information criterion for the number of factors (Q5077197): Difference between revisions

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+https://doi.org/10.1080/03610926.2019.1576889
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+W2916703211
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+Eigenvalue Ratio Test for the Number of Factors
@@ Property / cites work: Eigenvalue Ratio Test for the Number of Factors / rank @@
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+Improved penalization for determining the number of factors in approximate factor models
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+Determining the Number of Factors in Approximate Factor Models
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+Large Covariance Estimation by Thresholding Principal Orthogonal Complements
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+Projected principal component analysis in factor models
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+Determining the Number of Factors in the General Dynamic Factor Model
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+On the role of the rank condition in CCE estimation of factor-augmented panel regressions
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+Forecasting Using Principal Components From a Large Number of Predictors
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+Eigenvalue difference test for the number of common factors in the approximate factor models
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