A parametric estimation method for dynamic factor models of large dimensions (Q3077648)
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scientific article; zbMATH DE number 5855766
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| English | A parametric estimation method for dynamic factor models of large dimensions |
scientific article; zbMATH DE number 5855766 |
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A parametric estimation method for dynamic factor models of large dimensions (English)
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22 February 2011
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principal components
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subspace algorithm
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0.7960202
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0.7922796
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0.7915694
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0.79048127
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0.7902508
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0.7888789
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0.7866997
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