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Information, Data Dimension and Factor Structure

https://doi.org/10.2139/ssrn.1868588
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18/18 checkable references clean · checked 2026-08-28

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

7 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 18 checked references that resolve
resolves10.1111/1468-0262.00392
Inferential Theory for Factor Models of Large Dimensions
resolves10.1111/1468-0262.00273
Determining the Number of Factors in Approximate Factor Models
resolves10.1198/073500106000000413
Determining the Number of Primitive Shocks in Factor Models
resolves10.1561/0800000002
Large Dimensional Factor Analysis
resolves10.1016/j.jeconom.2008.08.010
Forecasting economic time series using targeted predictors
resolves10.3386/w11285
Understanding and Comparing Factor-Based Forecasts
resolves10.1016/j.jeconom.2005.01.027
Are more data always better for factor analysis?
resolves10.1162/003465300559037
The Generalized Dynamic-Factor Model: Identification and Estimation
resolves10.1017/S0266466601176048
THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY
resolves10.1198/016214506000001275
Determining the Number of Factors in the General Dynamic Factor Model
resolves10.1080/07474930801960196
Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach
resolves10.1214/aoms/1177729694
On Information and Sufficiency
resolves10.1002/9780470316559
Aspects of Multivariate Statistical Theory
resolves10.3982/ecta6964
Testing Hypotheses About the Number of Factors in Large Factor Models
resolves10.1198/016214502388618960
Forecasting Using Principal Components From a Large Number of Predictors
resolves10.3386/w11467
Implications of Dynamic Factor Models for VAR Analysis
resolves10.1111/j.2517-6161.1996.tb02080.x
Regression Shrinkage and Selection Via the Lasso
resolves10.1111/j.1467-9868.2005.00503.x
Regularization and Variable Selection Via the Elastic Net
The 7 references without a DOI — listed, not checked
no DOI — not checkedref8
no DOI — not checkedref11
no DOI — not checkedref12
no DOI — not checkedBusiness cycle indexes: Does a heap of data help?
no DOI — not checkedref19
no DOI — not checkedA criterion for the number of factors in a data-rich environment
no DOI — not checkedref24
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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