Consistent variable selection in large panels when factors are observable (Q2489495)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Consistent variable selection in large panels when factors are observable |
scientific article |
Statements
Consistent variable selection in large panels when factors are observable (English)
0 references
28 April 2006
0 references
Model selection
0 references
Convergence in probability
0 references
Consistency
0 references
Information criterion
0 references
Arbitrage pricing theory
0 references