Determining the number of factors with potentially strong within-block correlations in error terms

DOI10.1080/07474938.2017.1307599OpenAlexW2600668304MaRDI QIDQ5864656

X. Han, Mehmet Caner

Publication date: 8 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2017.1307599

zbMATH Keywords

model selectionfactor model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (3)

Factor models with local factors -- determining the number of relevant factors ⋮ Econometric Reviews honors Esfandiar Maasoumi ⋮ Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components

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