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Optimal vintage factor analysis with deflation varimax - MaRDI portal

Optimal vintage factor analysis with deflation varimax

From MaRDI portal
Publication:6455387

arXiv2310.10545MaRDI QIDQ6455387

Author name not available (Why is that?)

Publication date: 16 October 2023




Has companion code repository: https://github.com/jindiande/optimal_deflation_varimax








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