Determining the number of factors in constrained factor models via Bayesian information criterion
Jingjie Xiang, Gangzheng Guo, and Jiaolong Li
| Year of publication: |
2023
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|---|---|
| Authors: | Xiang, Jingjie ; Guo, Gangzheng ; Li, Jiaolong |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 42.2023, 1, p. 98-122
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| Subject: | Constrained factor models | housing prices | information criteria | least squares estimation | principal components | Faktorenanalyse | Factor analysis | Immobilienpreis | Real estate price | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2022.2094539 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014305478