Improved penalization for determining the number of factors in approximate factor models (Q613167)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved penalization for determining the number of factors in approximate factor models |
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Improved penalization for determining the number of factors in approximate factor models (English)
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20 December 2010
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number of factors
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approximate factor models
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information criterion
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model selection
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