Xiang, Jingjie; Guo, Gangzheng; Li, Jiaolong Determining the number of factors in constrained factor models via Bayesian information criterion. (English) Zbl 07716492 Econom. Rev. 42, No. 1, 98-122 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{J. Xiang} et al., Econom. Rev. 42, No. 1, 98--122 (2023; Zbl 07716492) Full Text: DOI
Xu, Wen Testing for time-varying factor loadings in high-dimensional factor models. (English) Zbl 07584735 Econom. Rev. 41, No. 8, 918-965 (2022). MSC: 62P20 PDFBibTeX XMLCite \textit{W. Xu}, Econom. Rev. 41, No. 8, 918--965 (2022; Zbl 07584735) Full Text: DOI