Testing factors in CCE
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Publication:6093784
DOI10.1016/J.ECONLET.2023.111245MaRDI QIDQ6093784
Nicholas Brown, Joakim Westerlund
Publication date: 12 September 2023
Published in: Economics Letters (Search for Journal in Brave)
Cites Work
- Evaluating latent and observed factors in macroeconomics and finance
- High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
- Determining the Number of Factors in Approximate Factor Models
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