Uniform predictive inference for factor models with instrumental and idiosyncratic betas (Q6090585)
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scientific article; zbMATH DE number 7767731
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| English | Uniform predictive inference for factor models with instrumental and idiosyncratic betas |
scientific article; zbMATH DE number 7767731 |
Statements
Uniform predictive inference for factor models with instrumental and idiosyncratic betas (English)
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17 November 2023
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factor-augmented prediction
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uniform inference
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projected PCA
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large dimensional data
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high-frequency data
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