A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets
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- Francesco Trebbi & Eric Weese, 2015.
"Insurgency and Small Wars: Estimation of Unobserved Coalition Structures,"
NBER Working Papers
21202, National Bureau of Economic Research, Inc.
- Francesco Trebbi & Eric Weese, 2016. "Insurgency and Small Wars: Estimation of Unobserved Coalition Structures," Discussion Papers 1628, Graduate School of Economics, Kobe University.
- Francesco Trebbi & Eric Weese, 2016. "Insurgency and Small Wars: Estimation of Unobserved Coalition Structures," Working Papers 1053, Economic Growth Center, Yale University.
- Mao Takongmo, Charles Olivier & Stevanovic, Dalibor, 2015.
"Selection Of The Number Of Factors In Presence Of Structural Instability: A Monte Carlo Study,"
Société Canadienne de Science Economique, vol. 91(1-2), pages 177-233, Mars-Juin.
- Dalibor Stevanovic & Charles Olivier Mao Takongmo, 2014. "Selection of the number of factors in presence of structural instability: a Monte Carlo study," CIRANO Working Papers 2014s-44, CIRANO.
- repec:kob:wpaper:1628 is not listed on IDEAS
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KeywordsDynamic factor model; factor numbers; small sample properties;
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