Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach (Q3518455)
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scientific article; zbMATH DE number 5309105
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| English | Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach |
scientific article; zbMATH DE number 5309105 |
Statements
Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach (English)
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8 August 2008
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canonical correlation
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factor analysis
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model selection
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0.8141177892684937
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0.8109616041183472
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0.8046108484268188
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0.799028217792511
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