A Grouped Factor Model
Year of publication: |
2010-10-01
|
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Authors: | Chen, Pu |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Factor Models | Generalized Principal Component Analysis | Model Selection |
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Common Factors and Specific Factors
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Forecasting by factors, by variables, or both?
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Kilian, Lutz, (2004)
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Common Factors and Specific Factors
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Looking behind Granger causality
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