Sufficient forecasting using factor models (Q75240)

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    Sufficient forecasting using factor models
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      Statements

      201
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      2
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      292-306
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      December 2017
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      7 November 2017
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      Sufficient forecasting using factor models (English)
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      forecasting
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      factor model
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      learning indices
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      sliced inverse regression
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      asymptotic properties
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      principal component analysis
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      nonparametric forecasting
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