Improved penalization for determining the number of factors in approximate factor models (Q613167): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Determining the Number of Factors in Approximate Factor Models / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Determining the Number of Factors in the General Dynamic Factor Model / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Modelling multiple time series via common factors / rank | |||
Normal rank | |||
Latest revision as of 14:36, 3 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved penalization for determining the number of factors in approximate factor models |
scientific article |
Statements
Improved penalization for determining the number of factors in approximate factor models (English)
0 references
20 December 2010
0 references
number of factors
0 references
approximate factor models
0 references
information criterion
0 references
model selection
0 references
