The sparse dynamic factor model: a regularised quasi-maximum likelihood approach (Q6494410): Difference between revisions

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+Inferential Theory for Factor Models of Large Dimensions
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+Intervention Analysis with Control Groups
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+Q4864293
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+Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
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+.1007/S11222-023-10378-1
@@ Property / DOI: 10.1007/S11222-023-10378-1 / rank @@
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+Publication:6494410