A misspecification test for the higher order co-moments of the factor model (Q5742593)
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scientific article; zbMATH DE number 7054862
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A misspecification test for the higher order co-moments of the factor model |
scientific article; zbMATH DE number 7054862 |
Statements
A misspecification test for the higher order co-moments of the factor model (English)
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15 May 2019
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factor models
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higher order co-moments
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sparsity
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curse of dimensionality
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diagnostic test
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