Determining the number of factors and lag order in dynamic factor models : a minimum entropy approach
Jan P. A. M. Jacobs and Pieter W. Otter
| Year of publication: |
2008
|
|---|---|
| Authors: | Jacobs, Jan ; Otter, Pieter W. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 27.2008, 4/6, p. 385-397
|
| Subject: | Entropie | Entropy | Faktorenanalyse | Factor analysis | Statistischer Test | Statistical test | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003761299