Improved penalization for determining the number of factors in approximate factor models (Q613167)
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scientific article; zbMATH DE number 5828037
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| English | Improved penalization for determining the number of factors in approximate factor models |
scientific article; zbMATH DE number 5828037 |
Statements
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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0.9254352
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0.91138005
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0.90694404
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0.90225387
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0.8954222
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0.8779249
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0.87792283
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0.87574553
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0.87510407
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