Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach
| Year of publication: |
2008
|
|---|---|
| Authors: | Jacobs, Jan ; Otter, Pieter |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 27.2008, 4-6, p. 385-397
|