Estimation of dynamic models on the factors of marginal principal component analysis (Q5402583)
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scientific article; zbMATH DE number 6270148
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of dynamic models on the factors of marginal principal component analysis |
scientific article; zbMATH DE number 6270148 |
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Estimation of dynamic models on the factors of marginal principal component analysis (English)
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14 March 2014
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PCA
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dynamic factor
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high-dimensional time series
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estimated parameters
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