Likelihood-Based Specification Tests for Dynamic Factor Models (Q2926308): Difference between revisions
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Latest revision as of 23:27, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood-Based Specification Tests for Dynamic Factor Models |
scientific article |
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Likelihood-Based Specification Tests for Dynamic Factor Models (English)
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23 October 2014
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dynamic factor model
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Lagrange multiplier test
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specification test
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state-space model
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