@data{jae.2022326.0705020684,
author = {Fosten, Jack},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {model-selection-with-estimated-factors-and-idiosyncratic-components},
year = {2017},
version = {1},
url = {https://journaldata.zbw.eu/dataset/model-selection-with-estimated-factors-and-idiosyncratic-components},
doi = "10.15456/jae.2022326.0705020684" 
}