On the determination of the number of factors using information criteria with data-driven penalty (Q513695)

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On the determination of the number of factors using information criteria with data-driven penalty
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    On the determination of the number of factors using information criteria with data-driven penalty (English)
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    7 March 2017
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    panel data
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    common factor model
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    information criterion
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    data-driven penalty
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    procedure for selecting
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