Asymptotic analysis of the squared estimation error in misspecified factor models
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Cites work
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Cited in
(8)- Factor models with local factors -- determining the number of relevant factors
- A randomized sequential procedure to determine the number of factors
- Robust Estimation of Large Panels with Factor Structures
- Consistent estimation of high-dimensional factor models when the factor number is over-estimated
- Bi-cross-validation for factor analysis
- Information criteria for latent factor models: a study on factor pervasiveness and adaptivity
- Simultaneous multiple change-point and factor analysis for high-dimensional time series
- A diagnostic criterion for approximate factor structure
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