Affiliation:
1. School of Management; Queen's University of Belfast; UK
Subject
Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation
Reference37 articles.
1. Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel;Amengual;Journal of Business & Economic Statistics, American Statistical Association,2007
2. Determining the number of factors in approximate factor models;Bai;Econometrica,2002
3. Barhoumi K Darne O Ferrara L Testing the number of factors for dynamic factor modelling: An empirical assessment for forecasting purpose http://epp.eurostat.ec.europa.eu/portal/pls/portal/!PORTAL.wwpob_page.show?_docname=2304382.PDF
4. Determining the number of primitive shocks in factor models;Bai;Journal of Business and Economic Statistics,2007
5. Understanding, modelling and managing longevity risk: key issues and main challenges;Barrieu;Scandinavian Actuarial Journal,2012
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