On the determination of the number of factors using information criteria with data-driven penalty (Q513695)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the determination of the number of factors using information criteria with data-driven penalty |
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On the determination of the number of factors using information criteria with data-driven penalty (English)
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7 March 2017
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panel data
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common factor model
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information criterion
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data-driven penalty
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procedure for selecting
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