Determining the number of factors in constrained factor models via Bayesian information criterion (Q6134150)
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scientific article; zbMATH DE number 7716492
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| English | Determining the number of factors in constrained factor models via Bayesian information criterion |
scientific article; zbMATH DE number 7716492 |
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Determining the number of factors in constrained factor models via Bayesian information criterion (English)
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25 July 2023
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constrained factor models
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principal components
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least squares estimation
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information criteria
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housing prices
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0.9104457
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0.90642357
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0.88154113
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0.8772669
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0.8740057
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0.8707745
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0.8689926
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