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State space model
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Zustandsraummodell
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Factor analysis
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Faktorenanalyse
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1988-2000
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Bootstrap approach
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Kapetanios, George
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Queen Mary College / Department of Economics
National Bureau of Economic Research
18
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Department of Econometrics and Business Statistics, Monash Business School
9
Scottish Institute for Research in Economics (SIRE)
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Economics Department, University of Strathclyde
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Rimini Centre for Economic Analysis (RCEA)
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School of Economics and Finance, Queen Mary
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University of Cambridge / Department of Applied Economics
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de Nederlandsche Bank
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Dynamic factor extraction of cross-sectional dependence in panel unit root tests
Kapetanios, George
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920602
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2
A comparison of estimation methods for dynamic factor models of large dimensions
Kapetanios, George
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867670
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3
Bootstrap statistical tests of rank determination for system identification
Camba-Méndez, Gonzalo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867136
Saved in:
4
Factor analysis using subspace factor models : some theoretical results and an application to UK inflation forecasting
Kapetanios, George
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867252
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