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Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance - MaRDI portal

Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance (Q1730160)

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scientific article; zbMATH DE number 7033963
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English
Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance
scientific article; zbMATH DE number 7033963

    Statements

    Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance (English)
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    11 March 2019
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    factor analysis
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    large dimensional panel
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    latent factor
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    macroeconomics and finance
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