Factor Augmented Artificial Neural Network Model
Author:
Publisher
Springer Science and Business Media LLC
Subject
Artificial Intelligence,Computer Networks and Communications,General Neuroscience,Software
Link
http://link.springer.com/content/pdf/10.1007/s11063-016-9538-6.pdf
Reference39 articles.
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3. Bai J, Ng S (2002) Determining the number of factors in approximate factor models. Econometrica 70(1):191–221
4. Bai J, Ng S (2007) Determining the number of primitive shocks. J Bus Econ Stat 25(1):52–60
5. Bai J, Ng S (2010) Instrumental variable estimation in a data-rich environment. Econom Theory 26(6):1577–1606
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