A robust criterion for determining the number of static factors in approximate factor models:
Gespeichert in:
1. Verfasser: | |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Frankfurt am Main
Europ. Central Bank
2008
|
Schriftenreihe: | Working paper series / European Central Bank
903 |
Beschreibung: | 25 S. |
Internformat
MARC
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Datensatz im Suchindex
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adam_txt | |
any_adam_object | |
any_adam_object_boolean | |
author | Alessi, Lucia |
author_facet | Alessi, Lucia |
author_role | aut |
author_sort | Alessi, Lucia |
author_variant | l a la |
building | Verbundindex |
bvnumber | BV035104623 |
ctrlnum | (OCoLC)260066307 (DE-599)BVBBV035104623 |
dewey-full | 332.46 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332.46 |
dewey-search | 332.46 |
dewey-sort | 3332.46 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
discipline_str_mv | Wirtschaftswissenschaften |
format | Book |
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id | DE-604.BV035104623 |
illustrated | Not Illustrated |
index_date | 2024-07-02T22:15:25Z |
indexdate | 2024-07-09T21:22:19Z |
institution | BVB |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016772547 |
oclc_num | 260066307 |
open_access_boolean | |
owner | DE-12 |
owner_facet | DE-12 |
physical | 25 S. |
publishDate | 2008 |
publishDateSearch | 2008 |
publishDateSort | 2008 |
publisher | Europ. Central Bank |
record_format | marc |
series2 | Working paper series / European Central Bank |
spelling | Alessi, Lucia Verfasser aut A robust criterion for determining the number of static factors in approximate factor models by Lucia Alessi, Matteo Barigozzi and Marco Capasso Frankfurt am Main Europ. Central Bank 2008 25 S. txt rdacontent n rdamedia nc rdacarrier Working paper series / European Central Bank 903 European Central Bank Working paper series 903 (DE-604)BV012681744 903 |
spellingShingle | Alessi, Lucia A robust criterion for determining the number of static factors in approximate factor models |
title | A robust criterion for determining the number of static factors in approximate factor models |
title_auth | A robust criterion for determining the number of static factors in approximate factor models |
title_exact_search | A robust criterion for determining the number of static factors in approximate factor models |
title_exact_search_txtP | A robust criterion for determining the number of static factors in approximate factor models |
title_full | A robust criterion for determining the number of static factors in approximate factor models by Lucia Alessi, Matteo Barigozzi and Marco Capasso |
title_fullStr | A robust criterion for determining the number of static factors in approximate factor models by Lucia Alessi, Matteo Barigozzi and Marco Capasso |
title_full_unstemmed | A robust criterion for determining the number of static factors in approximate factor models by Lucia Alessi, Matteo Barigozzi and Marco Capasso |
title_short | A robust criterion for determining the number of static factors in approximate factor models |
title_sort | a robust criterion for determining the number of static factors in approximate factor models |
volume_link | (DE-604)BV012681744 |
work_keys_str_mv | AT alessilucia arobustcriterionfordeterminingthenumberofstaticfactorsinapproximatefactormodels |