A Canonical Correlation Approach for Selecting the Number of Dynamic Factors
| Year of publication: |
2013
|
|---|---|
| Authors: | Breitung, Jörg ; Pigorsch, Uta |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 2151595. - Vol. 75.2013, 1, p. 23-36
|