Canonical correlation-based model selection for the multilevel factors
In Choi, Rui Lin, Yongcheol Shin
| Year of publication: |
2023
|
|---|---|
| Authors: | Choi, In ; Lin, Rui ; Shin, Yongcheol |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 233.2023, 1, p. 22-44
|
| Subject: | Multilevel factor models | Principal components | Canonical correlation difference | Modified canonical correlations | Multilevel asset pricing models | Korrelation | Correlation | CAPM | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.09.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014340924