Selecting the correct number of factors in approximate factor models : the large panel case with group bridge estimators
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 | Panel | Panel study | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis | Modellierung | Scientific modelling |
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