Time series factor models
type: Item
instance of: scholarly article
title: Time series factor models
zbMATH Open document ID: 1540.6201
author: Katherine Bennett Ensor
published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics
publication date: 2024-06-27T00:00:00Z
Mathematics Subject Classification ID: 62-08
zbMATH DE Number: 7872043
zbMATH Keywords: dynamic factor models
zbMATH Keywords: principal component regression
zbMATH Keywords: stocks
MaRDI profile type: MaRDI publication profile
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DOI: 10.1002/WICS.1245
description: scientific article; zbMATH DE number 7872043