Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance (Q1730160)

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scientific article; zbMATH DE number 7033963
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    Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance
    scientific article; zbMATH DE number 7033963

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      Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance (English)
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      11 March 2019
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      factor analysis
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      large dimensional panel
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      latent factor
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      macroeconomics and finance
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