The generalized dynamic factor model consistency and rates (Q2439043)
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scientific article; zbMATH DE number 6266292
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The generalized dynamic factor model consistency and rates |
scientific article; zbMATH DE number 6266292 |
Statements
The generalized dynamic factor model consistency and rates (English)
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7 March 2014
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dynamic factor models
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dynamic principal components
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coincident indicators
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consistency rates
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large panels
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0.9966849
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0.9363748
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0.9152687
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0.9110659
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0.89315003
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0.89315003
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0.8882525
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