Listagem por Título "Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting"
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Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting
2020-02General dynamic factor models have demonstrated their capacity to circumvent the curse of dimensionality in time series and have been successfully applied in many economic and financial applications. However, their performance ...
