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Diffusion index forecasts under weaker loadings: PCA, ridge regression, and random projections

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Boot, Tom, Keijsers, Bart
Formato:	Preprint
Publicado:	2025
Materias:	Econometrics
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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