A practical note on the determination of the number of factors using information criteria with data-driven penalty

Joakim Westerlund and Sagarika Mishra

Working Papers from Deakin University, Department of Economics

Keywords: Panel data; Common factor model; Information criterion; Data-driven penalty (search for similar items in EconPapers)
Date: 2014-01-01
New Economics Papers: this item is included in nep-ecm
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:dkn:ecomet:fe_2014_15

Access Statistics for this paper

More papers in Working Papers from Deakin University, Department of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Xueli Tang ().