A diagnostic criterion for approximate factor structure (Q2330733): Difference between revisions
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Revision as of 16:23, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A diagnostic criterion for approximate factor structure |
scientific article |
Statements
A diagnostic criterion for approximate factor structure (English)
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23 October 2019
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large panel
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approximate factor model
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asset pricing
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model selection
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interactive fixed effects
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