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~isPartOf:"DNB working paper"
~isPartOf:"Econometric reviews"
~subject:"Approximate factor model"
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Approximate factor model
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Identification of the linear factor model
Williams, Benjamin D.
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 92-109
Persistent link: https://www.econbiz.de/10012181544
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2
Model selection for factor analysis : some new criteria and performance comparisons
Choi, In
;
Jeong, Hanbat
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 577-596
Persistent link: https://www.econbiz.de/10012181337
Saved in:
3
A predictive approach for selection of diffusion index models
Ando, Tomohiro
;
Tsay, Ruey S.
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 68-99
Persistent link: https://www.econbiz.de/10010358477
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