Information, data dimension and factor structure (Q765833)
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scientific article; zbMATH DE number 6017567
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| English | Information, data dimension and factor structure |
scientific article; zbMATH DE number 6017567 |
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Information, data dimension and factor structure (English)
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22 March 2012
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Kullback-Leibler numbers
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information
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factor structure
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data set dimension
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dynamic factor models
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leading index
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0.80961585
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