Consistency of generalized dynamic principal components in dynamic factor models (Q2273706): Difference between revisions
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Revision as of 04:23, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency of generalized dynamic principal components in dynamic factor models |
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Consistency of generalized dynamic principal components in dynamic factor models (English)
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25 September 2019
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dimension reduction
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dynamic principal components
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high-dimensional time series
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