Pages that link to "Item:Q1668287"
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The following pages link to Robust determination for the number of common factors in the approximate factor models (Q1668287):
Displaying 7 items.
- Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance (Q1730160) (← links)
- Eigenvalue difference test for the number of common factors in the approximate factor models (Q1787690) (← links)
- Robust factor number specification for large-dimensional elliptical factor model (Q2008233) (← links)
- Robust estimation of the number of factors for the pair-elliptical factor models (Q2155030) (← links)
- <i>F</i>-test and <i>z</i>-test for high-dimensional regression models with a factor structure (Q5040532) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- On determination of the number of factors in an approximate factor model (Q6138244) (← links)
