Factor models in high-dimensional time series: A time-domain approach (Q2447649)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Factor models in high-dimensional time series: A time-domain approach |
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Factor models in high-dimensional time series: A time-domain approach (English)
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28 April 2014
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factor models
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dynamic eigenvalues
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dynamic eigenvectors
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dynamic principal components
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spectral density
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panel data
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