A parametric estimation method for dynamic factor models of large dimensions (Q3077648)

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A parametric estimation method for dynamic factor models of large dimensions
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    title
    A parametric estimation method for dynamic factor models of large dimensions (English)
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    publication date
    22 February 2011
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    Mathematics Subject Classification ID
    62H25
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    62H12
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    65C05
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    zbMATH DE Number
    5855766
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    zbMATH Keywords
    principal components
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    subspace algorithm
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