Determining the number of factors in constrained factor models via Bayesian information criterion (Q6134150): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:33, 10 July 2024
scientific article; zbMATH DE number 7716492
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Determining the number of factors in constrained factor models via Bayesian information criterion |
scientific article; zbMATH DE number 7716492 |
Statements
Determining the number of factors in constrained factor models via Bayesian information criterion (English)
0 references
25 July 2023
0 references
constrained factor models
0 references
principal components
0 references
least squares estimation
0 references
information criteria
0 references
housing prices
0 references
