Consistency of generalized dynamic principal components in dynamic factor models (Q2273706)
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scientific article
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| English | Consistency of generalized dynamic principal components in dynamic factor models |
scientific article |
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Consistency of generalized dynamic principal components in dynamic factor models (English)
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25 September 2019
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dimension reduction
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dynamic principal components
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high-dimensional time series
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0.9152687
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0.89494896
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0.8839796
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0.88322467
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0.8821614
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0.8808738
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0.8769429
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