Determining the number of factors in approximate factor models by twice K-fold cross validation (Q777679)
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scientific article; zbMATH DE number 7218459
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Determining the number of factors in approximate factor models by twice K-fold cross validation |
scientific article; zbMATH DE number 7218459 |
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Determining the number of factors in approximate factor models by twice K-fold cross validation (English)
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7 July 2020
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approximate factor models
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K-fold cross validation
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consistency
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finite sample performance
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