Fitting dynamic factor models to non-stationary time series (Q737945)
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scientific article; zbMATH DE number 6616565
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Fitting dynamic factor models to non-stationary time series |
scientific article; zbMATH DE number 6616565 |
Statements
Fitting dynamic factor models to non-stationary time series (English)
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12 August 2016
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approximate factor models
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local stationarity
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principal components
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0.9273418
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0.9140551
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0.9135984
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0.91294724
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0.90917873
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0.90283525
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