Fitting dynamic factor models to non-stationary time series (Q737945): Difference between revisions

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Latest revision as of 10:04, 12 July 2024

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Fitting dynamic factor models to non-stationary time series
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    Fitting dynamic factor models to non-stationary time series (English)
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    12 August 2016
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    approximate factor models
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    local stationarity
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    principal components
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