The generalized dynamic factor model: consistency and rates (Q5149178)
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scientific article; zbMATH DE number 7307113
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| default for all languages | No label defined |
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| English | The generalized dynamic factor model: consistency and rates |
scientific article; zbMATH DE number 7307113 |
Statements
6 February 2021
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dynamic factor model
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dynamic principal components
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coincident indicators
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consistency rates
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large panels
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0.9863212704658508
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0.8526684045791626
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0.8479341864585876
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0.8455064296722412
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