Pages that link to "Item:Q5078883"
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The following pages link to A multi-step procedure to determine the number of factors in large approximate factor models (Q5078883):
Displaying 3 items.
- Improved penalization for determining the number of factors in approximate factor models (Q613167) (← links)
- A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets (Q5392716) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)