Estimation of high-dimensional linear factor models with grouped variables (Q764504)
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scientific article; zbMATH DE number 6014463
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of high-dimensional linear factor models with grouped variables |
scientific article; zbMATH DE number 6014463 |
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Estimation of high-dimensional linear factor models with grouped variables (English)
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13 March 2012
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factor analysis
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grouped variable approximate factor models
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instrumental variables
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time series
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