Determining the number of global and country-specific factors in the euro area (Q5881711)

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scientific article; zbMATH DE number 7662324
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Determining the number of global and country-specific factors in the euro area
scientific article; zbMATH DE number 7662324

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    Determining the number of global and country-specific factors in the euro area (English)
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    13 March 2023
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    euro area
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    factor models
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    global factors
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    group-specific factors
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    model selection criteria
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