Approximate factor models with weaker loadings (Q6108332)
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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)
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29 June 2023
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principal components
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low rank decomposition
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weak factors
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factor augmented regressions
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