Fitting dynamic factor models to non-stationary time series (Q737945): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fitting dynamic factor models to non-stationary time series |
scientific article |
Statements
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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