Determining the number of factors in constrained factor models via Bayesian information criterion
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Publication:6134150
DOI10.1080/07474938.2022.2094539OpenAlexW4286742093MaRDI QIDQ6134150
Jiaolong Li, Gangzheng Guo, Jingjie Xiang
Publication date: 25 July 2023
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2022.2094539
principal componentshousing pricesleast squares estimationinformation criteriaconstrained factor models
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