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Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons. (2013). Choi, In.
In: Working Papers.
RePEc:sgo:wpaper:1209.

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Cites: 49

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  1. Assessing the degree of international consumption risk sharing. (2018). Servén, Luis ; Hevia, Constantino ; Serven, Luis.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:134:y:2018:i:c:p:176-190.

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  2. A Monte Carlo comparison of estimating the number of dynamic factors. (2017). Cui, Guowei ; Zhao, Zhao ; Wang, Shaoping.
    In: Empirical Economics.
    RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1167-4.

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  3. Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities. (2014). Schorfheide, Frank ; Liao, Zhipeng ; Cheng, Xu.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19792.

    Full description at Econpapers || Download paper

  4. Shrinkage estimation of high-dimensional factor models with structural instabilities. (2013). Schorfheide, Frank ; Liao, Zhipeng ; Cheng, Xu.
    In: Working Papers.
    RePEc:fip:fedpwp:14-4.

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  5. Large panel data models with cross-sectional dependence: a survey. (2013). Pesaran, M ; Chudik, Alexander.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:153.

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  6. Large Panel Data Models with Cross-Sectional Dependence: A Survey. (2013). Pesaran, M ; Chudik, Alexander.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4371.

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