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Factor dimension determination for panel interactive effects models: an orthogonal projection approach - MaRDI portal

Factor dimension determination for panel interactive effects models: an orthogonal projection approach (Q2033299)

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scientific article; zbMATH DE number 7360123
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English
Factor dimension determination for panel interactive effects models: an orthogonal projection approach
scientific article; zbMATH DE number 7360123

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    Factor dimension determination for panel interactive effects models: an orthogonal projection approach (English)
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    16 June 2021
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    factor dimensions
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    projection matrix
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    panel interactive model
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    information criterion
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    recursive iteration
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