Consistent variable selection in large panels when factors are observable (Q2489495)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent variable selection in large panels when factors are observable |
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Consistent variable selection in large panels when factors are observable (English)
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28 April 2006
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Model selection
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Convergence in probability
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Consistency
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Information criterion
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Arbitrage pricing theory
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