Estimating the number of common factors in serially dependent approximate factor models (Q694956)
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scientific article; zbMATH DE number 6117222
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the number of common factors in serially dependent approximate factor models |
scientific article; zbMATH DE number 6117222 |
Statements
Estimating the number of common factors in serially dependent approximate factor models (English)
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19 December 2012
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factor model
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prewhitening
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least squares dummy variable (LSDV) filter
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factor number estimation
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cross-section dependence
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