Dynamic factor models (Q862777)

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Dynamic factor models
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    title
    Dynamic factor models (English)
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    author
    Jörg Breitung
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    Sandra Eickmeier
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    publication date
    24 January 2007
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    Mathematics Subject Classification ID
    62H25
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    62P20
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    91B64
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    zbMATH DE Number
    5118348
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    zbMATH Keywords
    principal components
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    dynamic factors
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    forecasting
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