A parametric estimation method for dynamic factor models of large dimensions (Q3077648): Difference between revisions
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Revision as of 08:12, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A parametric estimation method for dynamic factor models of large dimensions |
scientific article |
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A parametric estimation method for dynamic factor models of large dimensions (English)
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22 February 2011
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principal components
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subspace algorithm
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