Dynamic factors in the presence of blocks (Q737940)
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scientific article; zbMATH DE number 6616563
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic factors in the presence of blocks |
scientific article; zbMATH DE number 6616563 |
Statements
Dynamic factors in the presence of blocks (English)
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12 August 2016
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panel data
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high dimensional time series data
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dynamic factor model
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dynamic principal components
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