A diagnostic criterion for approximate factor structure
Patrick Gagliardini, Elisa Ossola, Olivier Scaillet
| Year of publication: |
2019
|
|---|---|
| Authors: | Gagliardini, Patrick ; Ossola, Elisa ; Scaillet, Olivier |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 212.2019, 2, p. 503-521
|
| Subject: | Approximate factor model | Asset pricing | Interactive fixed effects | Large panel | Model selection | Theorie | Theory | Panel | Panel study | Faktorenanalyse | Factor analysis | CAPM | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.06.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012304081