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Revision as of 20:25, 19 March 2024

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Infinite-dimensional VARs and factor models
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    Infinite-dimensional VARs and factor models (English)
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    12 August 2016
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    large \(N\) and \(T\) panels
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    weak and strong cross-section dependence
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    VARs
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    spatial models
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    factor models
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