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Constructing common factors from continuous and categorical data
Ng, Serena - In: Econometric reviews 34 (2015) 6/10, pp. 1141-1171
Persistent link: https://www.econbiz.de/10011483453
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Improving the finite sample performance of autoregression estimators in dynamic factor models : a bootstrap approach
Shintani, Mototsugu; Guo, Zi-Yi - In: Econometric reviews 37 (2018) 1/5, pp. 360-379
Persistent link: https://www.econbiz.de/10012039266
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Determining the number of factors in constrained factor models via Bayesian information criterion
Xiang, Jingjie; Guo, Gangzheng; Li, Jiaolong - In: Econometric reviews 42 (2023) 1, pp. 98-122
Persistent link: https://www.econbiz.de/10014305478