On a new procedure for identifying a dynamic common factor model (Q5009653)

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scientific article; zbMATH DE number 7379150
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On a new procedure for identifying a dynamic common factor model
scientific article; zbMATH DE number 7379150

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    On a new procedure for identifying a dynamic common factor model (English)
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    5 August 2021
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    canonical correlations
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    dynamic common factors
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    multivariate time series
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