Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case with Group Bridge Estimators
- 期刊名称SSRN Electronic Journal
- 作者Caner, Mehmet; Han, Xu
- 电子ISSN1556-5068
- 文件大小218.38KB
- 发表时间2013
- DOI10.2139/ssrn.2314363
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