Selecting the correct number of factors in approximate factor models : the large panel case with group bridge estimators
Mehmet Caner; Xu Han
| Year of publication: |
2014
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|---|---|
| Authors: | Caner, Mehmet ; Han, Xu |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 32.2014, 3, p. 359-374
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| Subject: | Bridge estimation | Common factors | Selection consistency | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis | Panel | Panel study |
| 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/10010488511