Improved penalization for determining the number of factors in approximate factor models (Q613167): Difference between revisions

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Revision as of 01:46, 5 March 2024

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Improved penalization for determining the number of factors in approximate factor models
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    Improved penalization for determining the number of factors in approximate factor models (English)
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    20 December 2010
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    number of factors
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    approximate factor models
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    information criterion
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    model selection
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