On the determination of the number of factors using information criteria with data-driven penalty
Crossref DOI link: https://doi.org/10.1007/s00362-015-0692-0
Published Online: 2015-06-04
Published Print: 2017-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Westerlund, Joakim
Mishra, Sagarika
Text and Data Mining valid from 2015-06-04