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  • Search: subject:"Robust principal components"
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Subject
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Robust principal components 2 Business cycle fluctuations 1 Common factors 1 Decomposition method 1 Dekompositionsverfahren 1 Estimation 1 Estimation theory 1 Factor analysis 1 Faktorenanalyse 1 Konjunkturstatistik 1 Low rank decomposition 1 Macroeconomic model 1 Makroökonomisches Modell 1 Minimum-rank 1 Modellierung 1 Nuclear-norm minimization 1 Ranking method 1 Ranking-Verfahren 1 Schätztheorie 1 Schätzung 1 Scientific modelling 1 Short-term economic statistics 1 Singular-value thresholding 1 VAR model 1 VAR-Modell 1 Volatility 1
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Undetermined 2
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Ng, Serena 2 Bai, Jushan 1 Gorodnichenko, Yuriy 1
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Journal of econometrics 1 Journal of monetary economics 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Rank regularized estimation of approximate factor models
Bai, Jushan; Ng, Serena - In: Journal of econometrics 212 (2019) 1, pp. 78-96
Persistent link: https://www.econbiz.de/10012303892
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Level and volatility factors in macroeconomic data
Gorodnichenko, Yuriy; Ng, Serena - In: Journal of monetary economics 91 (2017), pp. 52-68
Persistent link: https://www.econbiz.de/10011799549
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