Systems analysis of multifactor econometric models in stochastic environments

MaRDI QIDQ3091223zbMATH OpenFDO

Authors Kateryna Kosarevych

Publication date 8 September 2011

zbMATH Keywords

dominant factordynamic factor modelHellwig's methodMarkov processesstochastic factor regression

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear inference, regression (62J99) Applications of statistics to economics (62P20)

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