Martingale approximation of eigenvalues for common factor representation (Q1933731)

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scientific article; zbMATH DE number 6130788
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Martingale approximation of eigenvalues for common factor representation
scientific article; zbMATH DE number 6130788

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    Martingale approximation of eigenvalues for common factor representation (English)
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    25 January 2013
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    martingale approximation
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    dynamic factor model
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    eigenvalue
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    stability
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