Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach (Q3518455): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach |
scientific article |
Statements
Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach (English)
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8 August 2008
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canonical correlation
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factor analysis
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model selection
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