Martingale approximation of eigenvalues for common factor representation (Q1933731)
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scientific article; zbMATH DE number 6130788
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| English | Martingale approximation of eigenvalues for common factor representation |
scientific article; zbMATH DE number 6130788 |
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Martingale approximation of eigenvalues for common factor representation (English)
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25 January 2013
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martingale approximation
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dynamic factor model
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eigenvalue
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stability
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0.7305855751037598
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