Sufficient forecasting using factor models (Q75240)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sufficient forecasting using factor models |
scientific article |
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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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