Improved penalization for determining the number of factors in approximate factor models (Q613167): Difference between revisions
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Property / cites work: Determining the Number of Factors in Approximate Factor Models / rank | |||
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Property / cites work: OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS / rank | |||
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Property / cites work: Determining the Number of Factors in the General Dynamic Factor Model / rank | |||
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Property / cites work: Modelling multiple time series via common factors / rank | |||
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Latest revision as of 14:36, 3 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Improved penalization for determining the number of factors in approximate factor models |
scientific article |
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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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