Estimation of high-dimensional linear factor models with grouped variables (Q764504)
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scientific article; zbMATH DE number 6014463
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| English | Estimation of high-dimensional linear factor models with grouped variables |
scientific article; zbMATH DE number 6014463 |
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Estimation of high-dimensional linear factor models with grouped variables (English)
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13 March 2012
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factor analysis
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grouped variable approximate factor models
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instrumental variables
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time series
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0.7938130497932434
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0.774779736995697
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0.7626214623451233
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0.7621466517448425
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0.7618236541748047
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