Factor models for large and incomplete data sets with unknown group structure

  1. Camacho, M.
  2. Lopez-Buenache, G.
Journal:
International Journal of Forecasting

ISSN: 0169-2070

Year of publication: 2023

Volume: 39

Issue: 3

Pages: 1205-1220

Type: Article

DOI: 10.1016/J.IJFORECAST.2022.05.012 GOOGLE SCHOLAR lock_openOpen access editor

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