Efficient estimation of nonstationary factor models (Q505082)
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scientific article; zbMATH DE number 6676216
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation of nonstationary factor models |
scientific article; zbMATH DE number 6676216 |
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Efficient estimation of nonstationary factor models (English)
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19 January 2017
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factor model
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unit root
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generalized principal component estimation
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feasible generalized principal component estimation
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