Research on the structure identification of dynamic factor model

HAN Meng, MIU Yan, BAI Zhonglin

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Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (7) : 1732-1743. DOI: 10.12011/1000-6788(2016)07-1732-12

Research on the structure identification of dynamic factor model

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