Identification of Time-Varying Factor Models (Q6150349)
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scientific article; zbMATH DE number 7813830
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification of Time-Varying Factor Models |
scientific article; zbMATH DE number 7813830 |
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Identification of Time-Varying Factor Models (English)
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6 March 2024
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approximate factor models
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local PCA
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rotations
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time-varying coefficients
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