Principal components estimation and identification of static factors (Q2442574)
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scientific article; zbMATH DE number 6279466
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Principal components estimation and identification of static factors |
scientific article; zbMATH DE number 6279466 |
Statements
Principal components estimation and identification of static factors (English)
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4 April 2014
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diffusion indices
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FAVAR
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rotation
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factor space
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skew-symmetric matrices
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0.8128861784934998
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0.8103740215301514
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0.7967522740364075
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0.7843833565711975
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0.7741544246673584
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