OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
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Publication:5411519
DOI10.1017/S026646660809052XzbMath1284.91446MaRDI QIDQ5411519
Lucrezia Reichlin, Marco Lippi, Domenico Giannone, Mario Forni
Publication date: 23 April 2014
Published in: Econometric Theory (Search for Journal in Brave)
Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)
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