Generalized linear dynamic factor models: an approach via singular autoregressions (Q2638166)
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scientific article; zbMATH DE number 5785627
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| English | Generalized linear dynamic factor models: an approach via singular autoregressions |
scientific article; zbMATH DE number 5785627 |
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Generalized linear dynamic factor models: an approach via singular autoregressions (English)
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14 September 2010
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high dimensional time series
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generalized dynamic factor models
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singular AR system
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(generalized) Yule-Walker equations
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0.9491338
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0.9491338
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0.9295331
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0.9033898
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0.88419294
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0.8821718
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0.8808204
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0.8794244
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