Heij, C.; Groenen, P.J.F.; Dijk, D.J.C. van - Erasmus University Rotterdam, Econometric Institute - 2006
first summarized by means of a limited number of factors -for instance, principal components- and, in a second step, these … means of a limited number of factors |for
instance, principal components| and, in a second step, these factors and their … regression, economic forecasting, dynamic factor models, principal
components, distributed lags, iterative majorization …