Identification theory for high dimensional static and dynamic factor models (Q2512530)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification theory for high dimensional static and dynamic factor models |
scientific article |
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Identification theory for high dimensional static and dynamic factor models (English)
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7 August 2014
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high-dimensional dynamic factor models
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identification
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rank conditions
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