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