Identification theory for high dimensional static and dynamic factor models
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Publication:2512530
DOI10.1016/j.jeconom.2013.11.001zbMath1293.62131OpenAlexW2109724895MaRDI QIDQ2512530
Publication date: 7 August 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2013.11.001
Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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