A diagnostic criterion for approximate factor structure (Q2330733)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A diagnostic criterion for approximate factor structure |
scientific article |
Statements
A diagnostic criterion for approximate factor structure (English)
0 references
23 October 2019
0 references
large panel
0 references
approximate factor model
0 references
asset pricing
0 references
model selection
0 references
interactive fixed effects
0 references
