Forecasting Using Principal Components From a Large Number of Predictors (Q4468514): Difference between revisions

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scientific article; zbMATH DE number 2073207
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English
Forecasting Using Principal Components From a Large Number of Predictors
scientific article; zbMATH DE number 2073207

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    Forecasting Using Principal Components From a Large Number of Predictors (English)
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    10 June 2004
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    factor models
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    principal components
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    prediction
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