Approximate factor models with weaker loadings (Q6108332): Difference between revisions
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Latest revision as of 18:31, 30 December 2024
scientific article; zbMATH DE number 7704519
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English | Approximate factor models with weaker loadings |
scientific article; zbMATH DE number 7704519 |
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Approximate factor models with weaker loadings (English)
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29 June 2023
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principal components
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low rank decomposition
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weak factors
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factor augmented regressions
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