Estimation of high-dimensional linear factor models with grouped variables (Q764504): Difference between revisions

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+https://doi.org/10.1016/j.jmva.2011.10.001
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+Q3231647
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+Inferential Theory for Factor Models of Large Dimensions
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+Determining the Number of Factors in Approximate Factor Models
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+Are more data always better for factor analysis?
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+Determining the Number of Factors in the General Dynamic Factor Model
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+Publication:764504