From rotational to scalar invariance: Enhancing identifiability in score-driven factor models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Buccheri, Giuseppe, Corsi, Fulvio, Dzuverovic, Emilija
Format:	Preprint
Published:	2024
Subjects:	Econometrics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2412.01367