Determining the Number of Factors in the General Dynamic Factor Model
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Publication:5307661
DOI10.1198/016214506000001275zbMath1172.62339OpenAlexW2030677701MaRDI QIDQ5307661
Publication date: 18 September 2007
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214506000001275
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