Improved penalization for determining the number of factors in approximate factor models.

L. Alessi, M. Barigozzi, M. Capasso

Research output: Contribution to journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	1806-1813
Number of pages	8
Journal	Statistics and Probability Letters
Volume	80
Publication status	Published - 2010

Cite this

@article{82b904640cd0428095a19721dc030212,

title = "Improved penalization for determining the number of factors in approximate factor models.",

author = "L. Alessi and M. Barigozzi and M. Capasso",

year = "2010",

language = "English",

volume = "80",

pages = "1806--1813",

journal = "Statistics and Probability Letters",

issn = "0167-7152",

publisher = "Elsevier BV",

}