Subject
Applied Mathematics,Economics and Econometrics
Reference73 articles.
1. Akaike, H., 1973. Information theory and an extension of the maximum likelihood principle. In: Petroc, B., Csake, F. (Eds.), Second International Symposium on Information Theory.
2. Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors;Andrews;J. Econometrics,1991
3. Stock return predictability and model uncertainty;Avramov;J. Finance,2002
4. Inferential theory for factor models of large dimensions;Bai;Econometrica,2003
5. Determining the number of factors in approximate factor models;Bai;Econometrica,2002
Cited by
85 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献