Consistent variable selection in large panels when factors are observable (Q2489495)

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scientific article; zbMATH DE number 5020692
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    Consistent variable selection in large panels when factors are observable
    scientific article; zbMATH DE number 5020692

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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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