On a new procedure for identifying a dynamic common factor model (Q5009653)
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scientific article; zbMATH DE number 7379150
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a new procedure for identifying a dynamic common factor model |
scientific article; zbMATH DE number 7379150 |
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On a new procedure for identifying a dynamic common factor model (English)
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5 August 2021
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canonical correlations
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dynamic common factors
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multivariate time series
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