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Information, data dimension and factor structure
Jacobs, Jan; Otter, Pieter W.; Reijer, Ard H. J. den - 2011 - Rev.
Persistent link: https://www.econbiz.de/10009153453
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On information in static and dynamic factor models
Otter, Pieter W. (contributor); Jacobs, Jan (contributor) - 2006
Persistent link: https://www.econbiz.de/10003354525
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Determining the number of factors and lag order in dynamic factor models : a minimum entropy approach
Jacobs, Jan; Otter, Pieter W. - In: Econometric reviews 27 (2008) 4/6, pp. 385-397
Persistent link: https://www.econbiz.de/10003761299
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Information, data dimension and factor structure
Jacobs, Jan; Otter, Pieter W.; Reijer, Ard H. J. den - 2007
Persistent link: https://www.econbiz.de/10003596368