Cross-sectional averages versus principal components (Q2343814)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cross-sectional averages versus principal components |
scientific article |
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Cross-sectional averages versus principal components (English)
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6 May 2015
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factor-augmented panel regressions
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common factor models
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principal components
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cross-section averages
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cross-section dependence
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