A diagnostic criterion for approximate factor structure (Q2330733)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7121289
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A diagnostic criterion for approximate factor structure |
scientific article; zbMATH DE number 7121289 |
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
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8226988315582275
0 references
0.7776642441749573
0 references
0.7619836926460266
0 references
0.7525791525840759
0 references
0.7375184893608093
0 references
