A Predictive Approach for Selection of Diffusion Index Models (Q5080438)

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scientific article; zbMATH DE number 7534605
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A Predictive Approach for Selection of Diffusion Index Models
scientific article; zbMATH DE number 7534605

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    A Predictive Approach for Selection of Diffusion Index Models (English)
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    31 May 2022
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    approximate factor model
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    common factor
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    generated regressor
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    panel data
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    predictive measure
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