Approximate factor models with weaker loadings (Q6108332): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:17, 10 July 2024
scientific article; zbMATH DE number 7704519
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate factor models with weaker loadings |
scientific article; zbMATH DE number 7704519 |
Statements
Approximate factor models with weaker loadings (English)
0 references
29 June 2023
0 references
principal components
0 references
low rank decomposition
0 references
weak factors
0 references
factor augmented regressions
0 references
