Author:
Ou Bianling,Zhang Xun,Wang Shouyang
Subject
General Engineering,General Computer Science
Reference44 articles.
1. Alessi, L., Barigozzi, M., & Capasso, M. (2008). A robust criterion for determining the number of static factors in approximate factor models. Working Paper 903, ECB.
2. Consistent estimation of the number of dynamic factors in a large N and T panel;Amengual;Journal of Business and Economic Statistics,2007
3. Determining the number of factors in approximate factor models;Bai;Econometrica,2002
4. Determining the number of primitive shocks in factor models;Bai;Journal of Business and Economic Statistics,2007
5. Measuring Euro area monetary policy transmission in a structural dynamic factor model;Barigozzi,2010
Cited by
34 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