Information criteria for latent factor models : a study on factor pervasiveness and adaptivity

Xiao Guo, Yu Chen, Cheng Yong Tang

Year of publication:	2023
Authors:	Guo, Xiao ; Chen, Yu ; Tang, Cheng Yong
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 233.2023, 1, p. 237-250
Subject:	Information criteria \| Latent factor model \| Model selection \| Principal component analysis \| Weak factors \| Theorie \| Theory \| Faktorenanalyse \| Factor analysis \| Zeitreihenanalyse \| Time series analysis \| Hauptkomponentenanalyse

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