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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