Factor models with local factors : determining the number of relevant factors
Year of publication: |
2022
|
---|---|
Authors: | Freyaldenhoven, Simon |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 229.2022, 1, p. 80-102
|
Subject: | Factor models | High-dimensional data | Local factors | Sparsity | Weak factors | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Theorie | Theory |
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