Consistent model selection for factor-augmented regressions (Q6957264)
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scientific article; zbMATH DE number 8065680
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Consistent model selection for factor-augmented regressions |
scientific article; zbMATH DE number 8065680 |
Statements
Consistent model selection for factor-augmented regressions (English)
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16 July 2025
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data rich environment
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factor estimation error
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information criterion
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model selection
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selection consistency
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