GLS Estimation of Dynamic Factor Models (Q3111206)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GLS Estimation of Dynamic Factor Models |
scientific article |
Statements
GLS Estimation of Dynamic Factor Models (English)
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18 January 2012
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generalized least squares
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heteroscedasticity
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principal components
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serial correlation
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