Consistent variable selection in large panels when factors are observable (Q2489495)
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scientific article; zbMATH DE number 5020692
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | 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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0.7921678423881531
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0.789454460144043
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0.7748150825500488
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0.76821368932724
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0.768092155456543
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