A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets
Year of publication: |
2014-03-20
|
---|---|
Authors: | Guo-Fitoussi, Liang ; Darné, Olivier |
Institutions: | HAL |
Subject: | Dynamic factor model | factor numbers | small sample properties |
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A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets
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