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I´m looking for a package in R to calculate the information criteria by Bai and Ng for selecting the number of factors in the model. I found POET, but it only provides two of three criteria. (see page 201, equation (9) in http://www.econ.nyu.edu/user/baij/econometrica02.pdf)

Does anyone know such a package or function?

nelakell
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  • questions asking for tools are generally considered off topic – rawr Jul 08 '15 at 15:38
  • Where am I supposed to ask this question? – nelakell Jul 08 '15 at 15:55
  • Have a look at the various [special interest mailing lists](http://www.r-project.org/mail.html)... Judging from the URL you provided something related to economics might be a good place to start. – drammock Jul 09 '15 at 15:45

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