Time varying factor models with possibly strongly correlated noises (Q5861570)
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scientific article; zbMATH DE number 7482766
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time varying factor models with possibly strongly correlated noises |
scientific article; zbMATH DE number 7482766 |
Statements
Time varying factor models with possibly strongly correlated noises (English)
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1 March 2022
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cross-sectional dependence
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common correlated effects
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factors
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time varying
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principal components
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