On the determination of the number of factors using information criteria with data-driven penalty (Q513695): Difference between revisions

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+https://doi.org/10.1007/s00362-015-0692-0
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+W588211006
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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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+Inferential Theory for Factor Models of Large Dimensions
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+Determining the Number of Factors in Approximate Factor Models
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+Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test
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+Testing for structural breaks in dynamic factor models
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+Determining the Number of Factors in the General Dynamic Factor Model
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+Factor analysis regression
@@ Property / cites work: Factor analysis regression / rank @@
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+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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+Testing Hypotheses About the Number of Factors in Large Factor Models
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+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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+Publication:513695